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 | 1.08% | 0.90 CHF | 0.91 CHF | 697'800 | 697'800 | 697'392 | 697'392 | 641'503 CHF | 648'481 CHF | 100.00% | 100.00% |
15.05.2024 | 0.82% | 1.03 CHF | 1.04 CHF | 511'200 | 511'200 | 509'889 | 509'889 | 621'614 CHF | 626'726 CHF | 99.99% | 99.99% |
14.05.2024 | 0.70% | 1.38 CHF | 1.39 CHF | 454'500 | 454'500 | 454'459 | 454'459 | 643'938 CHF | 648'483 CHF | 99.99% | 99.99% |
13.05.2024 | 0.73% | 1.40 CHF | 1.41 CHF | 461'000 | 461'000 | 461'000 | 461'000 | 631'487 CHF | 636'097 CHF | 100.00% | 100.00% |
10.05.2024 | 0.73% | 1.45 CHF | 1.46 CHF | 443'400 | 443'400 | 443'400 | 443'400 | 606'713 CHF | 611'147 CHF | 100.00% | 100.00% |
08.05.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 392'400 | 392'400 | 388'393 | 388'393 | 658'774 CHF | 662'698 CHF | 99.67% | 99.67% |
07.05.2024 | 0.60% | 1.59 CHF | 1.60 CHF | 381'100 | 381'100 | 380'958 | 380'958 | 636'350 CHF | 640'161 CHF | 99.69% | 99.69% |
06.05.2024 | 0.50% | 1.92 CHF | 1.93 CHF | 294'700 | 294'700 | 294'700 | 294'700 | 591'417 CHF | 594'364 CHF | 100.00% | 100.00% |
03.05.2024 | 0.39% | 2.48 CHF | 2.49 CHF | 211'200 | 211'200 | 211'200 | 211'200 | 551'633 CHF | 553'745 CHF | 99.99% | 99.99% |
02.05.2024 | 0.30% | 3.34 CHF | 3.35 CHF | 167'700 | 167'700 | 167'700 | 167'700 | 554'820 CHF | 556'498 CHF | 99.56% | 99.56% |