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 | 1.28% | 0.78 CHF | 0.79 CHF | 879'300 | 879'300 | 848'417 | 848'417 | 660'767 CHF | 669'259 CHF | 100.00% | 100.00% |
15.05.2024 | 1.22% | 0.78 CHF | 0.79 CHF | 829'200 | 829'200 | 803'072 | 803'072 | 656'134 CHF | 664'186 CHF | 99.85% | 99.85% |
14.05.2024 | 1.15% | 0.83 CHF | 0.84 CHF | 789'200 | 789'200 | 786'548 | 786'548 | 680'834 CHF | 688'699 CHF | 99.32% | 99.32% |
13.05.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 784'900 | 784'900 | 777'757 | 777'757 | 680'742 CHF | 688'519 CHF | 100.00% | 100.00% |
10.05.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 773'300 | 773'300 | 738'366 | 738'366 | 656'184 CHF | 663'568 CHF | 100.00% | 100.00% |
08.05.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 733'600 | 733'600 | 747'909 | 747'909 | 697'079 CHF | 704'558 CHF | 98.95% | 98.95% |
07.05.2024 | 1.10% | 0.89 CHF | 0.90 CHF | 757'500 | 757'500 | 761'947 | 761'947 | 687'268 CHF | 694'888 CHF | 99.34% | 99.34% |
06.05.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 765'200 | 765'200 | 747'316 | 747'316 | 666'422 CHF | 673'895 CHF | 100.00% | 100.00% |
03.05.2024 | 1.08% | 0.90 CHF | 0.91 CHF | 735'600 | 735'600 | 706'729 | 706'729 | 649'112 CHF | 656'179 CHF | 99.97% | 99.97% |
02.05.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 687'800 | 687'800 | 669'180 | 669'180 | 668'539 CHF | 675'231 CHF | 100.00% | 100.00% |