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 | 1.71% | 0.59 CHF | 0.60 CHF | 1'017'300 | 1'017'300 | 1'016'530 | 1'016'530 | 591'707 CHF | 601'880 CHF | 100.00% | 100.00% |
15.05.2024 | 1.52% | 0.61 CHF | 0.62 CHF | 889'600 | 889'600 | 887'365 | 887'365 | 584'353 CHF | 593'249 CHF | 99.89% | 99.89% |
14.05.2024 | 1.37% | 0.70 CHF | 0.71 CHF | 873'200 | 873'200 | 873'199 | 873'199 | 633'371 CHF | 642'103 CHF | 99.30% | 99.30% |
13.05.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 844'500 | 844'500 | 844'500 | 844'500 | 612'553 CHF | 620'998 CHF | 100.00% | 100.00% |
10.05.2024 | 1.30% | 0.75 CHF | 0.76 CHF | 698'900 | 698'900 | 698'900 | 698'900 | 532'776 CHF | 539'765 CHF | 100.00% | 100.00% |
08.05.2024 | 1.10% | 0.89 CHF | 0.90 CHF | 629'300 | 629'300 | 629'300 | 629'300 | 569'898 CHF | 576'191 CHF | 99.77% | 99.77% |
07.05.2024 | 0.96% | 0.96 CHF | 0.97 CHF | 497'800 | 497'800 | 497'702 | 497'702 | 514'422 CHF | 519'400 CHF | 96.10% | 96.10% |
06.05.2024 | 0.84% | 1.21 CHF | 1.22 CHF | 467'000 | 467'000 | 467'000 | 467'000 | 555'578 CHF | 560'248 CHF | 100.00% | 100.00% |
03.05.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 433'100 | 433'100 | 433'100 | 433'100 | 561'760 CHF | 566'091 CHF | 99.91% | 99.91% |
02.05.2024 | 0.75% | 1.39 CHF | 1.40 CHF | 459'100 | 459'100 | 459'100 | 459'100 | 610'235 CHF | 614'826 CHF | 99.58% | 99.58% |