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 | 1.49% | 0.67 CHF | 0.68 CHF | 346'600 | 346'600 | 154'942 | 154'942 | 105'625 CHF | 107'180 CHF | 100.00% | 100.00% |
15.05.2024 | 1.50% | 0.64 CHF | 0.65 CHF | 335'800 | 335'800 | 148'750 | 148'750 | 98'084 CHF | 99'577 CHF | 99.99% | 99.99% |
14.05.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 337'900 | 337'900 | 151'289 | 151'289 | 99'266 CHF | 100'782 CHF | 100.00% | 100.00% |
13.05.2024 | 1.40% | 0.69 CHF | 0.70 CHF | 325'200 | 325'200 | 144'550 | 144'550 | 103'465 CHF | 104'913 CHF | 100.00% | 100.00% |
10.05.2024 | 1.28% | 0.73 CHF | 0.74 CHF | 296'900 | 296'900 | 131'963 | 131'963 | 103'248 CHF | 104'570 CHF | 100.00% | 100.00% |
08.05.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 303'800 | 303'800 | 134'092 | 134'092 | 99'182 CHF | 100'525 CHF | 98.98% | 98.98% |
07.05.2024 | 1.35% | 0.78 CHF | 0.79 CHF | 300'700 | 300'700 | 137'191 | 137'191 | 104'205 CHF | 105'580 CHF | 97.82% | 97.82% |
06.05.2024 | 1.49% | 0.71 CHF | 0.72 CHF | 335'000 | 335'000 | 150'017 | 150'017 | 102'083 CHF | 103'586 CHF | 100.00% | 100.00% |
03.05.2024 | 1.55% | 0.68 CHF | 0.69 CHF | 353'300 | 353'300 | 157'401 | 157'401 | 105'517 CHF | 107'094 CHF | 99.95% | 99.95% |
02.05.2024 | 1.77% | 0.59 CHF | 0.60 CHF | 434'300 | 434'300 | 195'594 | 195'594 | 112'415 CHF | 114'375 CHF | 99.98% | 99.98% |