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% | 1.65 CHF | 1.66 CHF | 270'500 | 270'500 | 255'282 | 255'282 | 421'130 CHF | 423'685 CHF | 99.99% | 99.99% |
15.05.2024 | 0.56% | 1.66 CHF | 1.67 CHF | 245'500 | 245'500 | 233'279 | 233'279 | 416'233 CHF | 418'572 CHF | 99.61% | 99.61% |
14.05.2024 | 0.51% | 1.84 CHF | 1.85 CHF | 226'200 | 226'200 | 224'981 | 224'981 | 441'234 CHF | 443'484 CHF | 99.98% | 99.98% |
13.05.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 224'200 | 224'200 | 220'899 | 220'899 | 442'119 CHF | 444'328 CHF | 100.00% | 100.00% |
10.05.2024 | 0.49% | 2.10 CHF | 2.11 CHF | 218'800 | 218'800 | 202'784 | 202'784 | 415'999 CHF | 418'026 CHF | 99.61% | 99.61% |
08.05.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 200'100 | 200'100 | 206'416 | 206'416 | 459'498 CHF | 461'562 CHF | 98.95% | 98.95% |
07.05.2024 | 0.47% | 2.06 CHF | 2.07 CHF | 210'600 | 210'600 | 212'669 | 212'669 | 449'393 CHF | 451'520 CHF | 99.34% | 99.34% |
06.05.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 214'100 | 214'100 | 205'965 | 205'965 | 427'576 CHF | 429'635 CHF | 100.00% | 100.00% |
03.05.2024 | 0.46% | 2.10 CHF | 2.11 CHF | 200'600 | 200'600 | 187'816 | 187'816 | 409'113 CHF | 410'991 CHF | 99.92% | 99.92% |
02.05.2024 | 0.40% | 2.54 CHF | 2.55 CHF | 179'400 | 179'400 | 171'497 | 171'497 | 428'984 CHF | 430'699 CHF | 100.00% | 100.00% |