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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.05.2024 | 2.08% | 0.51 CHF | 0.52 CHF | 342'300 | 342'300 | 341'997 | 341'997 | 163'260 CHF | 166'683 CHF | 99.49% | 99.49% |
24.05.2024 | 1.76% | 0.53 CHF | 0.54 CHF | 286'800 | 286'800 | 286'800 | 286'800 | 162'300 CHF | 165'168 CHF | 99.19% | 99.19% |
23.05.2024 | 1.45% | 0.70 CHF | 0.71 CHF | 248'800 | 248'800 | 248'733 | 248'733 | 170'946 CHF | 173'434 CHF | 99.96% | 99.96% |
22.05.2024 | 1.86% | 0.59 CHF | 0.60 CHF | 300'900 | 300'900 | 300'900 | 300'900 | 160'908 CHF | 163'918 CHF | 100.00% | 100.00% |
21.05.2024 | 1.65% | 0.59 CHF | 0.60 CHF | 257'700 | 257'700 | 257'521 | 257'521 | 155'530 CHF | 158'107 CHF | 100.00% | 100.00% |
17.05.2024 | 2.22% | 0.48 CHF | 0.49 CHF | 336'800 | 336'800 | 336'800 | 336'800 | 150'654 CHF | 154'022 CHF | 100.00% | 100.00% |
16.05.2024 | 2.60% | 0.42 CHF | 0.43 CHF | 368'800 | 368'800 | 368'462 | 368'462 | 140'729 CHF | 144'417 CHF | 100.00% | 100.00% |
15.05.2024 | 2.92% | 0.33 CHF | 0.34 CHF | 401'800 | 401'800 | 400'774 | 400'774 | 135'803 CHF | 139'821 CHF | 99.77% | 99.77% |
14.05.2024 | 2.97% | 0.35 CHF | 0.36 CHF | 382'800 | 382'800 | 382'763 | 382'763 | 126'875 CHF | 130'703 CHF | 100.00% | 100.00% |
13.05.2024 | 3.29% | 0.32 CHF | 0.33 CHF | 445'100 | 445'100 | 445'100 | 445'100 | 133'388 CHF | 137'839 CHF | 100.00% | 100.00% |