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 | 0.77% | 1.31 CHF | 1.32 CHF | 410'100 | 410'100 | 391'340 | 391'340 | 510'247 CHF | 514'164 CHF | 100.00% | 100.00% |
15.05.2024 | 0.72% | 1.31 CHF | 1.32 CHF | 379'400 | 379'400 | 363'966 | 363'966 | 505'173 CHF | 508'822 CHF | 99.61% | 99.61% |
14.05.2024 | 0.67% | 1.43 CHF | 1.44 CHF | 355'400 | 355'400 | 353'809 | 353'809 | 529'623 CHF | 533'162 CHF | 99.99% | 99.99% |
13.05.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 352'800 | 352'800 | 348'598 | 348'598 | 530'435 CHF | 533'921 CHF | 100.00% | 100.00% |
10.05.2024 | 0.64% | 1.58 CHF | 1.59 CHF | 345'900 | 345'900 | 325'461 | 325'461 | 505'020 CHF | 508'274 CHF | 99.61% | 99.61% |
08.05.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 322'300 | 322'300 | 330'534 | 330'534 | 547'060 CHF | 550'365 CHF | 98.95% | 98.95% |
07.05.2024 | 0.63% | 1.56 CHF | 1.57 CHF | 336'100 | 336'100 | 338'685 | 338'685 | 537'318 CHF | 540'705 CHF | 99.34% | 99.34% |
06.05.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 340'500 | 340'500 | 330'092 | 330'092 | 515'957 CHF | 519'258 CHF | 100.00% | 100.00% |
03.05.2024 | 0.61% | 1.58 CHF | 1.59 CHF | 323'200 | 323'200 | 306'558 | 306'558 | 498'152 CHF | 501'217 CHF | 99.93% | 99.93% |
02.05.2024 | 0.55% | 1.84 CHF | 1.85 CHF | 295'700 | 295'700 | 285'163 | 285'163 | 517'759 CHF | 520'610 CHF | 100.00% | 100.00% |