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 | 0.61% | 1.62 CHF | 1.63 CHF | 276'100 | 276'100 | 275'849 | 275'849 | 453'001 CHF | 455'762 CHF | 100.00% | 100.00% |
15.05.2024 | 0.73% | 1.51 CHF | 1.52 CHF | 326'600 | 326'600 | 325'774 | 325'774 | 449'502 CHF | 452'768 CHF | 99.88% | 99.88% |
14.05.2024 | 0.84% | 1.27 CHF | 1.28 CHF | 335'100 | 335'100 | 335'099 | 335'099 | 397'448 CHF | 400'799 CHF | 99.29% | 99.29% |
13.05.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 348'300 | 348'300 | 348'300 | 348'300 | 414'170 CHF | 417'653 CHF | 100.00% | 100.00% |
10.05.2024 | 0.88% | 1.16 CHF | 1.17 CHF | 434'900 | 434'900 | 434'900 | 434'900 | 490'795 CHF | 495'144 CHF | 100.00% | 100.00% |
08.05.2024 | 1.12% | 0.91 CHF | 0.92 CHF | 498'000 | 498'000 | 498'000 | 498'000 | 443'519 CHF | 448'499 CHF | 99.77% | 99.77% |
07.05.2024 | 1.33% | 0.81 CHF | 0.82 CHF | 649'800 | 649'800 | 649'676 | 649'676 | 486'772 CHF | 493'270 CHF | 96.09% | 96.09% |
06.05.2024 | 1.61% | 0.60 CHF | 0.61 CHF | 707'400 | 707'400 | 707'400 | 707'400 | 436'187 CHF | 443'261 CHF | 100.00% | 100.00% |
03.05.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 782'100 | 782'100 | 782'100 | 782'100 | 423'747 CHF | 431'568 CHF | 99.90% | 99.90% |
02.05.2024 | 1.88% | 0.48 CHF | 0.49 CHF | 712'400 | 712'400 | 712'400 | 712'400 | 375'774 CHF | 382'898 CHF | 99.62% | 99.62% |