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 | 3.29% | 0.31 CHF | 0.32 CHF | 217'400 | 217'400 | 199'157 | 199'157 | 54'769 CHF | 56'607 CHF | 100.00% | 100.00% |
15.05.2024 | 3.14% | 0.29 CHF | 0.30 CHF | 193'700 | 193'700 | 150'028 | 150'028 | 47'336 CHF | 48'840 CHF | 99.99% | 99.99% |
14.05.2024 | 2.24% | 0.39 CHF | 0.40 CHF | 137'400 | 137'400 | 128'279 | 128'279 | 56'765 CHF | 58'048 CHF | 100.00% | 100.00% |
13.05.2024 | 2.04% | 0.48 CHF | 0.49 CHF | 125'400 | 125'400 | 112'952 | 112'952 | 54'765 CHF | 55'895 CHF | 100.00% | 100.00% |
10.05.2024 | 1.90% | 0.53 CHF | 0.54 CHF | 109'000 | 109'000 | 97'698 | 97'698 | 51'050 CHF | 52'027 CHF | 99.60% | 99.60% |
08.05.2024 | 1.92% | 0.60 CHF | 0.62 CHF | 87'400 | 87'400 | 92'464 | 92'464 | 58'792 CHF | 59'919 CHF | 99.29% | 99.29% |
07.05.2024 | 2.58% | 0.59 CHF | 0.60 CHF | 94'000 | 94'000 | 86'353 | 86'353 | 57'634 CHF | 59'144 CHF | 100.00% | 100.00% |
06.05.2024 | 2.97% | 0.71 CHF | 0.73 CHF | 84'100 | 84'100 | 84'100 | 84'100 | 55'768 CHF | 57'450 CHF | 100.00% | 100.00% |
03.05.2024 | 2.96% | 0.72 CHF | 0.74 CHF | 84'100 | 84'100 | 75'115 | 75'115 | 50'338 CHF | 51'840 CHF | 99.97% | 99.97% |
02.05.2024 | 2.68% | 0.72 CHF | 0.74 CHF | 72'400 | 72'400 | 72'477 | 72'477 | 53'489 CHF | 54'938 CHF | 99.97% | 99.97% |