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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 1.58% | 0.58 CHF | 0.59 CHF | 793'900 | 793'900 | 793'688 | 793'688 | 498'949 CHF | 506'888 CHF | 100.00% | 100.00% |
22.05.2024 | 1.57% | 0.65 CHF | 0.66 CHF | 762'800 | 762'800 | 762'800 | 762'800 | 481'931 CHF | 489'559 CHF | 100.00% | 100.00% |
21.05.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 783'400 | 783'400 | 782'957 | 782'957 | 507'867 CHF | 515'701 CHF | 99.91% | 99.91% |
17.05.2024 | 1.47% | 0.67 CHF | 0.68 CHF | 725'100 | 725'100 | 725'100 | 725'100 | 489'061 CHF | 496'312 CHF | 100.00% | 100.00% |
16.05.2024 | 1.39% | 0.70 CHF | 0.71 CHF | 692'500 | 692'500 | 691'938 | 691'938 | 494'310 CHF | 501'236 CHF | 100.00% | 100.00% |
15.05.2024 | 1.46% | 0.70 CHF | 0.71 CHF | 775'300 | 775'300 | 773'304 | 773'343 | 529'376 CHF | 537'158 CHF | 100.00% | 100.00% |
14.05.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 814'900 | 814'900 | 814'822 | 814'822 | 520'841 CHF | 528'990 CHF | 100.00% | 100.00% |
13.05.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 834'400 | 834'400 | 834'400 | 834'400 | 527'563 CHF | 535'907 CHF | 100.00% | 100.00% |
10.05.2024 | 1.54% | 0.62 CHF | 0.63 CHF | 771'400 | 771'400 | 771'400 | 771'400 | 498'787 CHF | 506'501 CHF | 100.00% | 100.00% |
08.05.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 781'400 | 781'400 | 781'325 | 781'325 | 502'708 CHF | 510'522 CHF | 99.77% | 99.77% |