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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.05.2024 | 2.05% | 0.55 CHF | 0.56 CHF | 514'800 | 514'800 | 514'478 | 514'478 | 250'393 CHF | 255'541 CHF | 99.15% | 99.15% |
24.05.2024 | 2.31% | 0.43 CHF | 0.44 CHF | 514'800 | 514'800 | 516'704 | 516'704 | 221'318 CHF | 226'485 CHF | 100.00% | 100.00% |
23.05.2024 | 2.29% | 0.40 CHF | 0.41 CHF | 518'700 | 518'700 | 422'590 | 422'590 | 184'526 CHF | 188'752 CHF | 100.00% | 100.00% |
22.05.2024 | 1.42% | 0.64 CHF | 0.65 CHF | 323'000 | 323'000 | 331'113 | 331'113 | 231'734 CHF | 235'045 CHF | 100.00% | 100.00% |
21.05.2024 | 1.38% | 0.81 CHF | 0.82 CHF | 339'000 | 339'000 | 330'929 | 330'929 | 238'609 CHF | 241'921 CHF | 99.99% | 99.99% |
17.05.2024 | 2.14% | 0.56 CHF | 0.57 CHF | 514'500 | 514'500 | 515'404 | 515'367 | 241'585 CHF | 246'718 CHF | 100.00% | 100.00% |
16.05.2024 | 2.42% | 0.41 CHF | 0.42 CHF | 516'400 | 516'400 | 584'331 | 584'331 | 239'687 CHF | 245'535 CHF | 100.00% | 100.00% |
15.05.2024 | 2.99% | 0.39 CHF | 0.40 CHF | 651'800 | 651'800 | 686'405 | 686'407 | 227'531 CHF | 234'412 CHF | 99.83% | 99.83% |
14.05.2024 | 3.41% | 0.29 CHF | 0.30 CHF | 726'300 | 726'300 | 759'948 | 759'948 | 218'002 CHF | 225'574 CHF | 99.88% | 99.88% |
13.05.2024 | 2.49% | 0.27 CHF | 0.28 CHF | 795'400 | 795'400 | 729'639 | 729'639 | 196'950 CHF | 202'062 CHF | 100.00% | 100.00% |