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 | 2.00% | 0.45 CHF | 0.46 CHF | 124'300 | 124'300 | 132'253 | 132'231 | 65'863 CHF | 67'176 CHF | 100.00% | 100.00% |
15.05.2024 | 2.24% | 0.48 CHF | 0.49 CHF | 134'900 | 134'900 | 157'861 | 157'861 | 69'864 CHF | 71'447 CHF | 99.77% | 99.77% |
14.05.2024 | 2.86% | 0.39 CHF | 0.40 CHF | 165'300 | 165'300 | 173'784 | 173'784 | 60'092 CHF | 61'830 CHF | 100.00% | 100.00% |
13.05.2024 | 3.10% | 0.32 CHF | 0.33 CHF | 176'500 | 176'500 | 190'011 | 186'724 | 60'444 CHF | 61'194 CHF | 100.00% | 100.00% |
10.05.2024 | 3.31% | 0.29 CHF | 0.30 CHF | 194'300 | 194'300 | 209'985 | 209'985 | 62'453 CHF | 64'553 CHF | 99.61% | 99.61% |
08.05.2024 | 2.97% | 0.26 CHF | 0.27 CHF | 226'800 | 226'800 | 216'496 | 216'496 | 54'739 CHF | 56'402 CHF | 99.29% | 99.29% |
07.05.2024 | 2.69% | 0.27 CHF | 0.28 CHF | 213'400 | 213'400 | 226'653 | 226'653 | 54'417 CHF | 55'924 CHF | 100.00% | 100.00% |
06.05.2024 | 2.06% | 0.23 CHF | 0.23 CHF | 230'800 | 230'800 | 230'800 | 230'800 | 55'544 CHF | 56'698 CHF | 100.00% | 100.00% |
03.05.2024 | 2.25% | 0.22 CHF | 0.23 CHF | 230'800 | 230'800 | 249'923 | 249'923 | 59'692 CHF | 61'056 CHF | 99.98% | 99.98% |
02.05.2024 | 2.21% | 0.23 CHF | 0.24 CHF | 255'700 | 255'700 | 255'468 | 255'468 | 57'155 CHF | 58'432 CHF | 100.00% | 100.00% |