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 | 2.94% | 0.67 CHF | 0.68 CHF | 279'600 | 279'600 | 123'070 | 123'070 | 77'188 CHF | 79'045 CHF | 100.00% | 100.00% |
15.05.2024 | 2.61% | 0.60 CHF | 0.61 CHF | 221'800 | 221'800 | 102'094 | 102'094 | 67'849 CHF | 69'398 CHF | 100.00% | 100.00% |
14.05.2024 | 3.17% | 0.75 CHF | 0.76 CHF | 229'700 | 229'700 | 101'726 | 101'726 | 74'162 CHF | 75'976 CHF | 97.02% | 97.02% |
13.05.2024 | 2.99% | 0.74 CHF | 0.75 CHF | 210'600 | 210'600 | 94'493 | 94'493 | 71'687 CHF | 73'395 CHF | 99.50% | 99.50% |
10.05.2024 | 3.02% | 0.78 CHF | 0.79 CHF | 216'600 | 216'600 | 97'009 | 97'009 | 73'972 CHF | 75'728 CHF | 99.95% | 99.95% |
08.05.2024 | 2.82% | 0.80 CHF | 0.81 CHF | 198'500 | 198'500 | 87'771 | 87'771 | 72'214 CHF | 73'820 CHF | 98.18% | 98.18% |
07.05.2024 | 3.04% | 0.84 CHF | 0.85 CHF | 210'000 | 210'000 | 93'988 | 93'988 | 73'390 CHF | 75'087 CHF | 99.43% | 99.43% |
06.05.2024 | 2.82% | 0.82 CHF | 0.83 CHF | 191'800 | 191'800 | 85'924 | 85'924 | 69'475 CHF | 71'030 CHF | 100.00% | 100.00% |
03.05.2024 | 2.58% | 0.88 CHF | 0.89 CHF | 180'100 | 180'100 | 80'654 | 80'654 | 71'756 CHF | 73'217 CHF | 100.00% | 100.00% |
02.05.2024 | 2.70% | 0.89 CHF | 0.90 CHF | 191'300 | 191'300 | 83'167 | 83'167 | 71'828 CHF | 73'335 CHF | 98.58% | 98.58% |