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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 4.37% | 0.25 CHF | 0.26 CHF | 548'800 | 548'800 | 561'519 | 561'519 | 125'837 CHF | 131'452 CHF | 100.00% | 100.00% |
23.05.2024 | 3.42% | 0.26 CHF | 0.27 CHF | 435'500 | 435'500 | 433'481 | 433'481 | 124'797 CHF | 129'134 CHF | 99.64% | 99.64% |
22.05.2024 | 3.41% | 0.31 CHF | 0.32 CHF | 443'700 | 443'700 | 441'870 | 441'870 | 127'556 CHF | 131'975 CHF | 100.00% | 100.00% |
21.05.2024 | 3.30% | 0.31 CHF | 0.32 CHF | 404'900 | 404'900 | 402'909 | 402'909 | 120'224 CHF | 124'256 CHF | 99.53% | 99.53% |
17.05.2024 | 2.82% | 0.34 CHF | 0.35 CHF | 393'600 | 393'600 | 393'435 | 393'435 | 137'528 CHF | 141'462 CHF | 99.25% | 99.25% |
16.05.2024 | 2.67% | 0.33 CHF | 0.34 CHF | 337'700 | 337'700 | 329'894 | 329'894 | 122'703 CHF | 126'004 CHF | 100.00% | 100.00% |
15.05.2024 | 2.52% | 0.41 CHF | 0.42 CHF | 336'300 | 336'300 | 334'671 | 334'671 | 131'962 CHF | 135'317 CHF | 100.00% | 100.00% |
14.05.2024 | 2.12% | 0.41 CHF | 0.42 CHF | 323'100 | 323'100 | 316'381 | 316'381 | 148'707 CHF | 151'871 CHF | 100.00% | 100.00% |
13.05.2024 | - | 0.44 CHF | 0.40 CHF | 355'000 | 71'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.49% |
10.05.2024 | 2.48% | 0.39 CHF | 0.40 CHF | 377'400 | 377'400 | 375'845 | 375'845 | 149'497 CHF | 153'255 CHF | 100.00% | 100.00% |