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 | 2.37% | 0.42 CHF | 0.43 CHF | 321'800 | 321'800 | 319'055 | 319'055 | 133'284 CHF | 136'478 CHF | 100.00% | 100.00% |
15.05.2024 | 2.57% | 0.40 CHF | 0.41 CHF | 325'200 | 325'200 | 319'732 | 319'732 | 123'711 CHF | 126'916 CHF | 100.00% | 100.00% |
14.05.2024 | 2.47% | 0.39 CHF | 0.40 CHF | 298'500 | 298'500 | 301'273 | 301'273 | 120'353 CHF | 123'366 CHF | 99.97% | 99.97% |
13.05.2024 | 2.31% | 0.42 CHF | 0.43 CHF | 303'300 | 303'300 | 302'609 | 302'609 | 129'330 CHF | 132'356 CHF | 100.00% | 100.00% |
10.05.2024 | 2.34% | 0.42 CHF | 0.43 CHF | 307'000 | 307'000 | 305'735 | 305'735 | 128'964 CHF | 132'021 CHF | 100.00% | 100.00% |
08.05.2024 | 2.24% | 0.45 CHF | 0.46 CHF | 305'100 | 305'100 | 301'580 | 301'580 | 133'217 CHF | 136'233 CHF | 99.06% | 99.06% |
07.05.2024 | 2.31% | 0.42 CHF | 0.43 CHF | 285'200 | 285'200 | 284'349 | 284'349 | 121'880 CHF | 124'724 CHF | 97.65% | 97.65% |
06.05.2024 | 2.24% | 0.45 CHF | 0.46 CHF | 270'700 | 270'700 | 268'295 | 268'295 | 118'270 CHF | 120'953 CHF | 100.00% | 100.00% |
03.05.2024 | 2.13% | 0.46 CHF | 0.47 CHF | 261'800 | 261'800 | 259'450 | 259'450 | 120'800 CHF | 123'394 CHF | 99.99% | 99.99% |
02.05.2024 | 2.07% | 0.48 CHF | 0.49 CHF | 262'600 | 262'600 | 261'284 | 261'284 | 125'012 CHF | 127'625 CHF | 100.00% | 100.00% |