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 | 0.58% | 1.68 CHF | 1.69 CHF | 163'700 | 163'700 | 165'655 | 165'655 | 283'123 CHF | 284'781 CHF | 100.00% | 100.00% |
15.05.2024 | 0.60% | 1.69 CHF | 1.70 CHF | 167'300 | 167'300 | 169'858 | 169'858 | 284'549 CHF | 286'252 CHF | 99.84% | 99.84% |
14.05.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 172'300 | 172'300 | 170'057 | 170'057 | 277'631 CHF | 279'332 CHF | 99.88% | 99.88% |
13.05.2024 | 0.60% | 1.64 CHF | 1.65 CHF | 168'600 | 168'600 | 169'380 | 169'380 | 279'842 CHF | 281'536 CHF | 100.00% | 100.00% |
10.05.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 170'000 | 170'000 | 172'810 | 172'810 | 285'417 CHF | 287'145 CHF | 100.00% | 100.00% |
08.05.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 173'700 | 173'700 | 171'282 | 171'282 | 277'825 CHF | 279'538 CHF | 99.16% | 99.16% |
07.05.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 169'700 | 169'700 | 167'102 | 167'102 | 276'086 CHF | 277'758 CHF | 99.70% | 99.70% |
06.05.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 165'400 | 165'400 | 166'904 | 166'904 | 282'696 CHF | 284'366 CHF | 100.00% | 100.00% |
03.05.2024 | 0.60% | 1.71 CHF | 1.72 CHF | 168'000 | 168'000 | 174'201 | 174'201 | 291'605 CHF | 293'347 CHF | 98.77% | 98.77% |
02.05.2024 | 0.63% | 1.56 CHF | 1.57 CHF | 178'200 | 178'200 | 188'490 | 188'490 | 296'268 CHF | 298'153 CHF | 99.99% | 99.99% |