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 | 0.72% | 1.42 CHF | 1.43 CHF | 271'000 | 271'000 | 149'545 | 149'545 | 211'621 CHF | 213'122 CHF | 100.00% | 100.00% |
15.05.2024 | 0.69% | 1.42 CHF | 1.43 CHF | 254'800 | 254'800 | 141'470 | 141'470 | 209'858 CHF | 211'281 CHF | 100.00% | 100.00% |
14.05.2024 | 0.67% | 1.52 CHF | 1.53 CHF | 252'800 | 252'800 | 138'586 | 138'586 | 211'782 CHF | 213'171 CHF | 99.88% | 99.88% |
13.05.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 231'400 | 231'400 | 128'007 | 128'007 | 202'792 CHF | 204'074 CHF | 100.00% | 100.00% |
10.05.2024 | 0.63% | 1.67 CHF | 1.68 CHF | 245'300 | 245'300 | 133'459 | 133'459 | 215'817 CHF | 217'154 CHF | 100.00% | 100.00% |
08.05.2024 | 0.60% | 1.71 CHF | 1.72 CHF | 231'300 | 231'300 | 125'775 | 125'775 | 212'758 CHF | 214'018 CHF | 97.90% | 97.90% |
07.05.2024 | 0.61% | 1.68 CHF | 1.69 CHF | 227'100 | 227'100 | 124'756 | 124'756 | 206'830 CHF | 208'080 CHF | 97.92% | 97.92% |
06.05.2024 | 0.60% | 1.70 CHF | 1.71 CHF | 237'900 | 237'900 | 131'360 | 131'360 | 222'875 CHF | 224'191 CHF | 99.86% | 99.86% |
03.05.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 169'100 | 169'100 | 64'621 | 64'621 | 104'632 CHF | 105'279 CHF | 99.94% | 99.94% |
02.05.2024 | 0.45% | 2.25 CHF | 2.26 CHF | 161'000 | 161'000 | 88'229 | 88'229 | 201'097 CHF | 201'980 CHF | 99.99% | 99.99% |