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 | 0.96% | 1.02 CHF | 1.03 CHF | 567'700 | 567'700 | 567'368 | 567'368 | 591'020 CHF | 596'697 CHF | 100.00% | 100.00% |
15.05.2024 | 0.70% | 1.19 CHF | 1.20 CHF | 396'100 | 396'100 | 395'084 | 395'084 | 570'688 CHF | 574'649 CHF | 100.00% | 100.00% |
14.05.2024 | 0.58% | 1.66 CHF | 1.67 CHF | 346'400 | 346'400 | 346'367 | 346'367 | 593'995 CHF | 597'459 CHF | 99.98% | 99.98% |
13.05.2024 | 0.60% | 1.69 CHF | 1.70 CHF | 352'000 | 352'000 | 352'000 | 352'000 | 581'084 CHF | 584'604 CHF | 100.00% | 100.00% |
10.05.2024 | 0.61% | 1.76 CHF | 1.77 CHF | 336'800 | 336'800 | 336'800 | 336'800 | 555'177 CHF | 558'545 CHF | 99.99% | 99.99% |
08.05.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 293'000 | 293'000 | 289'991 | 289'991 | 610'681 CHF | 613'611 CHF | 99.67% | 99.67% |
07.05.2024 | 0.48% | 1.96 CHF | 1.97 CHF | 283'400 | 283'400 | 283'292 | 283'292 | 586'483 CHF | 589'317 CHF | 99.69% | 99.69% |
06.05.2024 | 0.39% | 2.44 CHF | 2.45 CHF | 210'800 | 210'800 | 210'800 | 210'800 | 540'325 CHF | 542'433 CHF | 100.00% | 100.00% |
03.05.2024 | 0.29% | 3.28 CHF | 3.29 CHF | 143'300 | 143'300 | 143'300 | 143'300 | 499'401 CHF | 500'834 CHF | 99.90% | 99.90% |
02.05.2024 | 0.44% | 4.61 CHF | 4.63 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 501'904 CHF | 504'104 CHF | 99.54% | 99.54% |