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 | 2.73% | 0.37 CHF | 0.38 CHF | 848'800 | 848'800 | 848'158 | 848'158 | 306'932 CHF | 315'420 CHF | 100.00% | 100.00% |
15.05.2024 | 2.09% | 0.41 CHF | 0.42 CHF | 635'700 | 635'700 | 634'080 | 634'080 | 303'053 CHF | 309'410 CHF | 99.89% | 99.89% |
14.05.2024 | 1.69% | 0.54 CHF | 0.55 CHF | 612'100 | 612'100 | 612'100 | 612'100 | 359'405 CHF | 365'526 CHF | 99.29% | 99.29% |
13.05.2024 | 1.69% | 0.59 CHF | 0.60 CHF | 571'100 | 571'100 | 571'100 | 571'100 | 336'126 CHF | 341'837 CHF | 100.00% | 100.00% |
10.05.2024 | 1.50% | 0.63 CHF | 0.64 CHF | 374'000 | 374'000 | 374'000 | 374'000 | 248'250 CHF | 251'990 CHF | 100.00% | 100.00% |
08.05.2024 | 1.01% | 0.95 CHF | 0.96 CHF | 299'400 | 299'400 | 299'400 | 299'400 | 294'565 CHF | 297'559 CHF | 99.77% | 99.77% |
07.05.2024 | 0.74% | 1.09 CHF | 1.10 CHF | 174'300 | 174'300 | 174'267 | 174'267 | 235'414 CHF | 237'157 CHF | 96.09% | 96.09% |
06.05.2024 | 0.54% | 1.94 CHF | 1.95 CHF | 152'800 | 152'800 | 152'800 | 152'800 | 285'098 CHF | 286'626 CHF | 100.00% | 100.00% |
03.05.2024 | 0.44% | 2.23 CHF | 2.24 CHF | 130'600 | 130'600 | 130'600 | 130'600 | 294'144 CHF | 295'450 CHF | 99.89% | 99.89% |
02.05.2024 | 0.42% | 2.62 CHF | 2.63 CHF | 146'300 | 146'300 | 146'300 | 146'300 | 349'143 CHF | 350'606 CHF | 99.53% | 99.53% |