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 | 1.85% | 0.53 CHF | 0.54 CHF | 236'800 | 236'800 | 236'522 | 236'522 | 127'266 CHF | 129'634 CHF | 100.00% | 100.00% |
15.05.2024 | 2.40% | 0.43 CHF | 0.44 CHF | 265'900 | 265'900 | 265'221 | 265'221 | 109'748 CHF | 112'407 CHF | 100.00% | 100.00% |
14.05.2024 | 2.72% | 0.38 CHF | 0.39 CHF | 239'300 | 239'300 | 245'150 | 245'150 | 88'956 CHF | 91'407 CHF | 99.71% | 99.71% |
13.05.2024 | 2.37% | 0.43 CHF | 0.44 CHF | 258'800 | 258'800 | 258'800 | 258'800 | 107'937 CHF | 110'525 CHF | 99.83% | 99.83% |
10.05.2024 | 2.44% | 0.40 CHF | 0.41 CHF | 281'100 | 281'100 | 281'100 | 281'100 | 113'874 CHF | 116'685 CHF | 100.00% | 100.00% |
08.05.2024 | 2.77% | 0.36 CHF | 0.37 CHF | 298'700 | 298'700 | 298'700 | 298'700 | 106'519 CHF | 109'506 CHF | 98.62% | 98.62% |
07.05.2024 | 2.95% | 0.35 CHF | 0.36 CHF | 325'000 | 325'000 | 324'991 | 324'991 | 108'594 CHF | 111'844 CHF | 99.42% | 99.42% |
06.05.2024 | 3.15% | 0.32 CHF | 0.33 CHF | 337'100 | 337'100 | 337'678 | 337'678 | 105'594 CHF | 108'971 CHF | 100.00% | 100.00% |
03.05.2024 | 3.46% | 0.30 CHF | 0.31 CHF | 382'600 | 382'600 | 381'472 | 380'989 | 108'545 CHF | 112'215 CHF | 99.99% | 99.99% |
02.05.2024 | 3.06% | 0.27 CHF | 0.28 CHF | 301'000 | 301'000 | 294'892 | 294'892 | 95'474 CHF | 98'423 CHF | 98.53% | 98.53% |