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 | 0.52% | 1.92 CHF | 1.93 CHF | 494'700 | 494'700 | 494'251 | 494'251 | 955'534 CHF | 960'480 CHF | 100.00% | 100.00% |
15.05.2024 | 0.56% | 1.87 CHF | 1.88 CHF | 528'000 | 528'000 | 526'621 | 526'621 | 946'241 CHF | 951'521 CHF | 99.90% | 99.90% |
14.05.2024 | 0.59% | 1.73 CHF | 1.74 CHF | 533'100 | 533'100 | 533'099 | 533'099 | 900'545 CHF | 905'876 CHF | 99.27% | 99.27% |
13.05.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 541'100 | 541'100 | 541'100 | 541'100 | 914'822 CHF | 920'233 CHF | 100.00% | 100.00% |
10.05.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 590'800 | 590'800 | 590'800 | 590'800 | 976'207 CHF | 982'115 CHF | 100.00% | 100.00% |
08.05.2024 | 0.67% | 1.51 CHF | 1.52 CHF | 622'400 | 622'400 | 622'400 | 622'399 | 930'557 CHF | 936'780 CHF | 99.77% | 99.77% |
07.05.2024 | 0.72% | 1.44 CHF | 1.45 CHF | 692'200 | 692'200 | 692'068 | 692'068 | 960'406 CHF | 967'328 CHF | 96.09% | 96.09% |
06.05.2024 | 0.78% | 1.26 CHF | 1.27 CHF | 714'800 | 714'800 | 714'800 | 714'800 | 913'660 CHF | 920'808 CHF | 100.00% | 100.00% |
03.05.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 742'600 | 742'600 | 742'600 | 742'600 | 899'851 CHF | 907'277 CHF | 99.91% | 99.91% |
02.05.2024 | 0.83% | 1.16 CHF | 1.17 CHF | 718'200 | 718'200 | 718'200 | 718'200 | 859'340 CHF | 866'522 CHF | 99.56% | 99.56% |