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 | 4.94% | 0.20 CHF | 0.21 CHF | 260'500 | 260'500 | 259'154 | 259'154 | 51'249 CHF | 53'843 CHF | 100.00% | 100.00% |
15.05.2024 | 5.20% | 0.19 CHF | 0.20 CHF | 269'500 | 269'500 | 267'697 | 267'697 | 50'450 CHF | 53'134 CHF | 100.00% | 100.00% |
14.05.2024 | 5.28% | 0.19 CHF | 0.20 CHF | 262'100 | 262'100 | 260'991 | 260'991 | 48'174 CHF | 50'784 CHF | 100.00% | 100.00% |
13.05.2024 | 4.96% | 0.19 CHF | 0.20 CHF | 235'500 | 235'500 | 234'849 | 234'849 | 46'163 CHF | 48'511 CHF | 100.00% | 100.00% |
10.05.2024 | 4.98% | 0.21 CHF | 0.22 CHF | 253'700 | 253'700 | 245'117 | 245'117 | 48'015 CHF | 50'466 CHF | 100.00% | 100.00% |
08.05.2024 | 5.24% | 0.19 CHF | 0.20 CHF | 218'200 | 218'200 | 217'269 | 217'269 | 40'435 CHF | 42'608 CHF | 99.25% | 99.25% |
07.05.2024 | 4.63% | 0.24 CHF | 0.25 CHF | 234'200 | 234'200 | 227'410 | 227'410 | 48'217 CHF | 50'491 CHF | 97.62% | 97.62% |
06.05.2024 | 4.46% | 0.22 CHF | 0.23 CHF | 218'300 | 218'300 | 217'400 | 217'400 | 47'686 CHF | 49'860 CHF | 100.00% | 100.00% |
03.05.2024 | 4.45% | 0.23 CHF | 0.24 CHF | 220'300 | 220'300 | 219'391 | 219'391 | 48'243 CHF | 50'437 CHF | 99.99% | 99.99% |
02.05.2024 | 4.32% | 0.23 CHF | 0.24 CHF | 200'600 | 200'600 | 199'773 | 199'773 | 45'309 CHF | 47'307 CHF | 100.00% | 100.00% |