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 | 0.22% | 9.25 CHF | 9.27 CHF | 69'300 | 69'300 | 69'258 | 69'258 | 623'635 CHF | 625'021 CHF | 100.00% | 100.00% |
15.05.2024 | 0.28% | 8.26 CHF | 8.28 CHF | 88'600 | 88'600 | 88'377 | 88'377 | 631'193 CHF | 632'965 CHF | 99.89% | 99.89% |
14.05.2024 | 0.32% | 6.34 CHF | 6.36 CHF | 98'700 | 98'700 | 98'691 | 98'691 | 608'410 CHF | 610'384 CHF | 99.94% | 99.94% |
13.05.2024 | 0.31% | 6.26 CHF | 6.28 CHF | 97'000 | 97'000 | 97'000 | 97'000 | 620'070 CHF | 622'010 CHF | 100.00% | 100.00% |
10.05.2024 | 0.31% | 6.04 CHF | 6.06 CHF | 100'800 | 100'800 | 100'800 | 100'800 | 645'274 CHF | 647'290 CHF | 100.00% | 100.00% |
08.05.2024 | 0.39% | 5.23 CHF | 5.25 CHF | 112'600 | 112'600 | 111'961 | 111'961 | 576'991 CHF | 579'243 CHF | 99.67% | 99.67% |
07.05.2024 | 0.19% | 5.51 CHF | 5.52 CHF | 116'000 | 116'000 | 115'955 | 115'955 | 608'059 CHF | 609'219 CHF | 99.69% | 99.69% |
06.05.2024 | 0.22% | 4.66 CHF | 4.67 CHF | 143'100 | 143'100 | 143'100 | 143'100 | 639'238 CHF | 640'669 CHF | 100.00% | 100.00% |
03.05.2024 | 0.28% | 3.75 CHF | 3.76 CHF | 185'300 | 185'300 | 185'300 | 185'300 | 668'342 CHF | 670'195 CHF | 99.99% | 99.99% |
02.05.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 224'900 | 224'900 | 224'900 | 224'900 | 661'789 CHF | 664'038 CHF | 99.52% | 99.52% |