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 | 3.43% | 0.79 CHF | 0.80 CHF | 843'600 | 843'600 | 690'842 | 688'392 | 511'893 CHF | 517'728 CHF | 99.99% | 99.99% |
15.05.2024 | 3.37% | 0.70 CHF | 0.71 CHF | 563'500 | 563'500 | 459'646 | 457'994 | 380'753 CHF | 384'381 CHF | 99.27% | 99.27% |
14.05.2024 | 3.76% | 0.82 CHF | 0.83 CHF | 503'500 | 503'500 | 410'392 | 410'392 | 324'941 CHF | 329'448 CHF | 99.84% | 99.84% |
13.05.2024 | 3.16% | 0.93 CHF | 0.94 CHF | 1'109'600 | 1'109'600 | 909'584 | 906'358 | 640'262 CHF | 647'976 CHF | 100.00% | 100.00% |
10.05.2024 | 3.49% | 0.56 CHF | 0.57 CHF | 987'400 | 987'400 | 813'027 | 810'404 | 493'094 CHF | 500'115 CHF | 98.64% | 98.64% |
08.05.2024 | 3.21% | 0.64 CHF | 0.65 CHF | 939'700 | 939'700 | 773'872 | 771'397 | 428'731 CHF | 435'258 CHF | 98.41% | 98.41% |
07.05.2024 | 2.53% | 0.68 CHF | 0.69 CHF | 382'100 | 382'100 | 313'052 | 311'936 | 353'545 CHF | 355'461 CHF | 100.00% | 100.00% |
06.05.2024 | 3.38% | 1.30 CHF | 1.31 CHF | 522'400 | 522'400 | 283'168 | 281'645 | 350'006 CHF | 352'102 CHF | 100.00% | 100.00% |
03.05.2024 | 2.02% | 1.40 CHF | 1.41 CHF | 335'800 | 335'800 | 280'613 | 279'930 | 436'846 CHF | 438'815 CHF | 97.96% | 97.96% |
02.05.2024 | 1.87% | 1.29 CHF | 1.30 CHF | 495'900 | 495'900 | 411'870 | 411'870 | 579'339 CHF | 583'839 CHF | 98.56% | 98.56% |