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 | 1.54% | 0.65 CHF | 0.66 CHF | 820'100 | 820'100 | 782'579 | 782'579 | 506'068 CHF | 513'901 CHF | 99.99% | 99.99% |
15.05.2024 | 1.45% | 0.65 CHF | 0.66 CHF | 758'800 | 758'800 | 727'930 | 727'930 | 501'431 CHF | 508'730 CHF | 99.61% | 99.61% |
14.05.2024 | 1.34% | 0.71 CHF | 0.72 CHF | 710'700 | 710'700 | 707'518 | 707'518 | 526'280 CHF | 533'356 CHF | 99.99% | 99.99% |
13.05.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 705'600 | 705'600 | 697'137 | 697'137 | 526'107 CHF | 533'079 CHF | 100.00% | 100.00% |
10.05.2024 | 1.29% | 0.79 CHF | 0.80 CHF | 691'800 | 691'800 | 650'922 | 650'922 | 501'691 CHF | 508'201 CHF | 99.61% | 99.61% |
08.05.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 644'600 | 644'600 | 661'068 | 661'068 | 543'743 CHF | 550'354 CHF | 98.95% | 98.95% |
07.05.2024 | 1.26% | 0.77 CHF | 0.78 CHF | 672'100 | 672'100 | 677'269 | 677'269 | 533'789 CHF | 540'562 CHF | 99.34% | 99.34% |
06.05.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 681'000 | 681'000 | 660'185 | 660'185 | 512'872 CHF | 519'474 CHF | 100.00% | 100.00% |
03.05.2024 | 1.23% | 0.78 CHF | 0.79 CHF | 646'400 | 646'400 | 613'121 | 613'121 | 494'953 CHF | 501'084 CHF | 99.95% | 99.95% |
02.05.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 591'300 | 591'300 | 570'284 | 570'284 | 514'763 CHF | 520'466 CHF | 99.99% | 99.99% |