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 | 0.92% | 1.09 CHF | 1.10 CHF | 320'000 | 320'000 | 319'656 | 319'656 | 345'808 CHF | 349'007 CHF | 100.00% | 100.00% |
15.05.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 330'000 | 330'000 | 329'247 | 329'247 | 385'837 CHF | 389'137 CHF | 100.00% | 100.00% |
14.05.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 330'000 | 330'000 | 338'036 | 338'036 | 408'428 CHF | 411'810 CHF | 100.00% | 100.00% |
13.05.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 387'656 CHF | 390'956 CHF | 99.82% | 99.82% |
10.05.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 390'077 CHF | 393'377 CHF | 100.00% | 100.00% |
08.05.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 340'000 | 340'000 | 340'000 | 340'000 | 415'097 CHF | 418'497 CHF | 98.62% | 98.62% |
07.05.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 340'000 | 340'000 | 339'714 | 339'714 | 421'322 CHF | 424'722 CHF | 99.88% | 99.88% |
06.05.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 340'000 | 340'000 | 340'583 | 340'583 | 428'261 CHF | 431'667 CHF | 100.00% | 100.00% |
03.05.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 350'000 | 350'000 | 348'968 | 348'968 | 448'597 CHF | 452'087 CHF | 99.99% | 99.99% |
02.05.2024 | 0.79% | 1.30 CHF | 1.31 CHF | 350'000 | 350'000 | 342'895 | 342'895 | 431'808 CHF | 435'237 CHF | 98.51% | 98.51% |