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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 2.30% | 0.45 CHF | 0.46 CHF | 152'100 | 152'100 | 164'821 | 164'821 | 71'262 CHF | 72'914 CHF | 100.00% | 100.00% |
14.05.2024 | 2.50% | 0.41 CHF | 0.42 CHF | 169'200 | 169'200 | 164'402 | 164'321 | 64'969 CHF | 66'581 CHF | 100.00% | 100.00% |
13.05.2024 | 2.41% | 0.39 CHF | 0.40 CHF | 162'900 | 162'900 | 158'471 | 158'471 | 64'986 CHF | 66'571 CHF | 100.00% | 100.00% |
10.05.2024 | 2.34% | 0.41 CHF | 0.42 CHF | 157'100 | 157'100 | 173'104 | 173'104 | 73'203 CHF | 74'935 CHF | 99.60% | 99.60% |
08.05.2024 | 2.55% | 0.38 CHF | 0.39 CHF | 176'700 | 176'700 | 165'949 | 165'949 | 64'160 CHF | 65'820 CHF | 99.29% | 99.29% |
07.05.2024 | 2.42% | 0.41 CHF | 0.42 CHF | 162'700 | 162'700 | 171'202 | 171'202 | 70'082 CHF | 71'795 CHF | 100.00% | 100.00% |
06.05.2024 | 2.54% | 0.42 CHF | 0.43 CHF | 173'900 | 173'900 | 173'900 | 173'900 | 67'787 CHF | 69'526 CHF | 100.00% | 100.00% |
03.05.2024 | 2.82% | 0.36 CHF | 0.37 CHF | 173'900 | 173'900 | 182'672 | 182'672 | 64'003 CHF | 65'830 CHF | 99.99% | 99.99% |
02.05.2024 | 2.75% | 0.36 CHF | 0.37 CHF | 185'300 | 185'300 | 181'096 | 181'096 | 65'129 CHF | 66'940 CHF | 100.00% | 100.00% |
30.04.2024 | 2.63% | 0.36 CHF | 0.37 CHF | 179'700 | 179'700 | 173'440 | 173'440 | 65'089 CHF | 66'824 CHF | 100.00% | 100.00% |