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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 2.04% | 0.49 CHF | 0.50 CHF | 414'900 | 414'900 | 414'900 | 414'900 | 201'606 CHF | 205'755 CHF | 100.00% | 100.00% |
16.05.2024 | 2.19% | 0.46 CHF | 0.47 CHF | 442'500 | 442'500 | 442'229 | 442'229 | 200'880 CHF | 205'305 CHF | 100.00% | 100.00% |
15.05.2024 | 2.46% | 0.41 CHF | 0.42 CHF | 468'500 | 468'500 | 467'319 | 467'229 | 189'322 CHF | 193'966 CHF | 99.99% | 99.99% |
14.05.2024 | 2.19% | 0.41 CHF | 0.42 CHF | 416'900 | 416'900 | 416'859 | 416'859 | 188'943 CHF | 193'112 CHF | 100.00% | 100.00% |
13.05.2024 | 2.20% | 0.46 CHF | 0.47 CHF | 460'700 | 460'700 | 460'700 | 460'700 | 207'217 CHF | 211'824 CHF | 100.00% | 100.00% |
10.05.2024 | 1.93% | 0.48 CHF | 0.49 CHF | 407'800 | 407'800 | 407'774 | 407'800 | 208'841 CHF | 212'932 CHF | 100.00% | 100.00% |
08.05.2024 | 2.54% | 0.44 CHF | 0.45 CHF | 449'500 | 449'500 | 449'457 | 449'438 | 175'311 CHF | 179'799 CHF | 99.29% | 99.29% |
07.05.2024 | 2.31% | 0.42 CHF | 0.43 CHF | 444'400 | 444'400 | 444'175 | 444'175 | 190'199 CHF | 194'643 CHF | 100.00% | 100.00% |
06.05.2024 | 2.16% | 0.45 CHF | 0.46 CHF | 463'300 | 463'300 | 463'300 | 463'300 | 212'424 CHF | 217'057 CHF | 100.00% | 100.00% |
03.05.2024 | 2.09% | 0.45 CHF | 0.46 CHF | 418'500 | 418'500 | 418'500 | 418'500 | 198'589 CHF | 202'774 CHF | 99.98% | 99.98% |