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 | 3.62% | 0.82 CHF | 0.85 CHF | 371'900 | 371'900 | 371'550 | 371'550 | 303'383 CHF | 314'540 CHF | 100.00% | 100.00% |
15.05.2024 | 3.01% | 0.84 CHF | 0.87 CHF | 316'700 | 316'700 | 315'885 | 315'885 | 313'558 CHF | 323'059 CHF | 100.00% | 100.00% |
14.05.2024 | 3.55% | 1.04 CHF | 1.08 CHF | 295'400 | 295'400 | 295'397 | 295'397 | 327'030 CHF | 338'846 CHF | 99.77% | 99.77% |
13.05.2024 | 2.91% | 1.05 CHF | 1.08 CHF | 312'700 | 312'700 | 312'700 | 312'700 | 317'721 CHF | 327'102 CHF | 100.00% | 100.00% |
10.05.2024 | 3.60% | 1.08 CHF | 1.12 CHF | 294'700 | 294'700 | 294'700 | 294'700 | 321'151 CHF | 332'939 CHF | 100.00% | 100.00% |
08.05.2024 | 3.26% | 1.18 CHF | 1.22 CHF | 276'700 | 276'700 | 276'673 | 276'673 | 334'338 CHF | 345'406 CHF | 99.45% | 99.45% |
07.05.2024 | 3.15% | 1.25 CHF | 1.29 CHF | 270'800 | 270'800 | 270'641 | 270'641 | 338'620 CHF | 349'452 CHF | 100.00% | 100.00% |
06.05.2024 | 2.98% | 1.31 CHF | 1.35 CHF | 248'300 | 248'300 | 248'300 | 248'300 | 327'914 CHF | 337'846 CHF | 100.00% | 100.00% |
03.05.2024 | 3.29% | 1.49 CHF | 1.54 CHF | 219'100 | 219'100 | 219'100 | 219'100 | 328'556 CHF | 339'511 CHF | 99.96% | 99.96% |
02.05.2024 | 2.83% | 1.71 CHF | 1.76 CHF | 195'500 | 195'500 | 195'500 | 195'500 | 340'828 CHF | 350'603 CHF | 99.57% | 99.57% |