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 | 5.72% | 0.17 CHF | 0.18 CHF | 570'700 | 570'700 | 570'176 | 570'176 | 97'007 CHF | 102'714 CHF | 100.00% | 100.00% |
15.05.2024 | 5.50% | 0.18 CHF | 0.19 CHF | 552'900 | 552'900 | 551'472 | 551'472 | 98'021 CHF | 103'550 CHF | 100.00% | 100.00% |
14.05.2024 | 5.40% | 0.18 CHF | 0.19 CHF | 569'700 | 569'700 | 569'667 | 569'667 | 102'680 CHF | 108'377 CHF | 100.00% | 100.00% |
13.05.2024 | 5.63% | 0.18 CHF | 0.19 CHF | 529'800 | 529'800 | 529'800 | 529'800 | 91'552 CHF | 96'850 CHF | 99.87% | 99.87% |
10.05.2024 | 5.17% | 0.19 CHF | 0.20 CHF | 497'100 | 497'100 | 509'648 | 509'648 | 96'032 CHF | 101'129 CHF | 100.00% | 100.00% |
08.05.2024 | 4.11% | 0.25 CHF | 0.26 CHF | 472'600 | 472'600 | 472'558 | 472'558 | 112'725 CHF | 117'451 CHF | 98.93% | 98.93% |
07.05.2024 | 4.43% | 0.23 CHF | 0.24 CHF | 475'700 | 475'700 | 458'324 | 458'324 | 101'209 CHF | 105'792 CHF | 99.40% | 99.40% |
06.05.2024 | 4.48% | 0.22 CHF | 0.23 CHF | 466'400 | 466'400 | 471'733 | 471'733 | 103'009 CHF | 107'726 CHF | 100.00% | 100.00% |
03.05.2024 | 4.56% | 0.22 CHF | 0.23 CHF | 464'700 | 464'700 | 464'891 | 464'891 | 99'692 CHF | 104'341 CHF | 100.00% | 100.00% |
02.05.2024 | 4.52% | 0.22 CHF | 0.23 CHF | 486'500 | 486'500 | 487'282 | 487'282 | 105'309 CHF | 110'182 CHF | 98.59% | 98.59% |