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 | 0.70% | 1.44 CHF | 1.45 CHF | 320'000 | 320'000 | 319'637 | 319'637 | 458'778 CHF | 461'977 CHF | 100.00% | 100.00% |
15.05.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 330'000 | 330'000 | 329'262 | 329'262 | 502'223 CHF | 505'523 CHF | 100.00% | 100.00% |
14.05.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 330'000 | 330'000 | 338'033 | 338'033 | 527'705 CHF | 531'086 CHF | 100.00% | 100.00% |
13.05.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 504'566 CHF | 507'866 CHF | 99.84% | 99.84% |
10.05.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 506'893 CHF | 510'193 CHF | 100.00% | 100.00% |
08.05.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 340'000 | 340'000 | 340'000 | 340'000 | 535'684 CHF | 539'084 CHF | 98.61% | 98.61% |
07.05.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 340'000 | 340'000 | 339'853 | 339'853 | 541'312 CHF | 544'712 CHF | 99.74% | 99.74% |
06.05.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 340'000 | 340'000 | 340'583 | 340'583 | 549'138 CHF | 552'544 CHF | 100.00% | 100.00% |
03.05.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 350'000 | 350'000 | 348'970 | 348'970 | 571'940 CHF | 575'430 CHF | 99.99% | 99.99% |
02.05.2024 | 0.62% | 1.66 CHF | 1.67 CHF | 350'000 | 350'000 | 342'895 | 342'895 | 553'128 CHF | 556'557 CHF | 98.54% | 98.54% |