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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 4.63% | 0.36 CHF | 0.37 CHF | 1'321'300 | 1'321'300 | 1'083'040 | 1'079'180 | 413'352 CHF | 423'134 CHF | 100.00% | 100.00% |
16.05.2024 | 4.26% | 0.38 CHF | 0.39 CHF | 1'080'100 | 1'080'100 | 884'520 | 881'375 | 364'566 CHF | 372'221 CHF | 100.00% | 100.00% |
15.05.2024 | 4.36% | 0.47 CHF | 0.48 CHF | 1'295'500 | 1'295'500 | 1'056'720 | 1'052'740 | 434'998 CHF | 444'394 CHF | 99.27% | 99.27% |
14.05.2024 | 5.35% | 0.41 CHF | 0.42 CHF | 1'378'400 | 1'378'400 | 1'123'510 | 1'123'510 | 474'058 CHF | 485'679 CHF | 99.84% | 99.84% |
13.05.2024 | 3.38% | 0.51 CHF | 0.53 CHF | 383'400 | 383'400 | 314'293 | 313'177 | 359'078 CHF | 363'996 CHF | 100.00% | 100.00% |
10.05.2024 | 2.43% | 1.57 CHF | 1.58 CHF | 408'800 | 408'800 | 336'618 | 335'530 | 493'302 CHF | 495'492 CHF | 98.64% | 98.64% |
08.05.2024 | 2.07% | 1.41 CHF | 1.42 CHF | 421'000 | 421'000 | 346'717 | 345'606 | 550'326 CHF | 552'566 CHF | 98.41% | 98.41% |
07.05.2024 | 2.63% | 1.38 CHF | 1.39 CHF | 570'900 | 570'900 | 467'718 | 466'055 | 505'448 CHF | 509'000 CHF | 100.00% | 100.00% |
06.05.2024 | 3.54% | 1.01 CHF | 1.02 CHF | 445'400 | 445'400 | 241'423 | 240'126 | 258'005 CHF | 259'785 CHF | 100.00% | 100.00% |
03.05.2024 | 2.87% | 1.06 CHF | 1.07 CHF | 540'900 | 540'900 | 452'011 | 450'909 | 435'727 CHF | 439'668 CHF | 97.95% | 97.95% |