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 | 0.43% | 2.27 CHF | 2.28 CHF | 321'700 | 321'700 | 321'439 | 321'439 | 741'585 CHF | 744'802 CHF | 100.00% | 100.00% |
15.05.2024 | 0.46% | 2.28 CHF | 2.29 CHF | 347'300 | 347'300 | 346'426 | 346'426 | 761'421 CHF | 764'894 CHF | 100.00% | 100.00% |
14.05.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 359'200 | 359'200 | 359'166 | 359'166 | 742'960 CHF | 746'552 CHF | 100.00% | 100.00% |
13.05.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 364'900 | 364'900 | 364'900 | 364'900 | 749'096 CHF | 752'745 CHF | 100.00% | 100.00% |
10.05.2024 | 0.48% | 2.03 CHF | 2.04 CHF | 346'600 | 346'600 | 346'600 | 346'600 | 724'591 CHF | 728'057 CHF | 100.00% | 100.00% |
08.05.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 349'700 | 349'700 | 349'666 | 349'666 | 728'066 CHF | 731'563 CHF | 99.77% | 99.77% |
07.05.2024 | 0.47% | 2.17 CHF | 2.18 CHF | 355'400 | 355'400 | 355'335 | 355'348 | 754'355 CHF | 757'937 CHF | 98.32% | 98.32% |
06.05.2024 | 0.48% | 2.04 CHF | 2.05 CHF | 356'800 | 356'800 | 356'777 | 356'800 | 743'231 CHF | 746'848 CHF | 100.00% | 100.00% |
03.05.2024 | 0.51% | 2.03 CHF | 2.04 CHF | 379'700 | 379'700 | 379'700 | 379'700 | 747'934 CHF | 751'731 CHF | 100.00% | 100.00% |
02.05.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 392'000 | 392'000 | 392'000 | 392'000 | 724'644 CHF | 728'564 CHF | 99.62% | 99.62% |