Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 2.18% | 0.46 CHF | 0.47 CHF | 648'000 | 648'000 | 640'182 | 640'182 | 293'754 CHF | 300'162 CHF | 100.00% | 100.00% |
15.05.2024 | 2.02% | 0.48 CHF | 0.49 CHF | 593'000 | 593'000 | 589'694 | 589'694 | 292'665 CHF | 298'569 CHF | 100.00% | 100.00% |
14.05.2024 | 1.89% | 0.51 CHF | 0.52 CHF | 590'000 | 590'000 | 587'831 | 587'831 | 310'255 CHF | 316'137 CHF | 98.98% | 98.98% |
13.05.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 578'000 | 578'000 | 571'608 | 571'608 | 302'350 CHF | 308'072 CHF | 100.00% | 100.00% |
10.05.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 508'000 | 508'000 | 504'970 | 504'970 | 275'525 CHF | 280'578 CHF | 99.85% | 99.85% |
08.05.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 479'000 | 479'000 | 474'820 | 474'820 | 288'922 CHF | 293'676 CHF | 100.00% | 100.00% |
07.05.2024 | 1.52% | 0.63 CHF | 0.64 CHF | 412'000 | 412'000 | 410'125 | 410'125 | 271'126 CHF | 275'232 CHF | 100.00% | 100.00% |
06.05.2024 | 1.39% | 0.73 CHF | 0.74 CHF | 400'000 | 400'000 | 395'972 | 395'972 | 286'454 CHF | 290'418 CHF | 99.80% | 99.80% |
03.05.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 382'000 | 382'000 | 379'249 | 379'249 | 290'515 CHF | 294'311 CHF | 98.25% | 98.25% |
02.05.2024 | 1.29% | 0.80 CHF | 0.81 CHF | 401'000 | 401'000 | 395'388 | 395'388 | 308'027 CHF | 311'985 CHF | 100.00% | 100.00% |