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 | 0.60% | 1.60 CHF | 1.61 CHF | 290'000 | 290'000 | 283'916 | 283'916 | 469'525 CHF | 472'368 CHF | 99.42% | 99.42% |
15.05.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 270'000 | 270'000 | 272'000 | 272'000 | 494'405 CHF | 497'131 CHF | 100.00% | 100.00% |
14.05.2024 | 0.55% | 1.79 CHF | 1.80 CHF | 275'000 | 275'000 | 273'784 | 273'784 | 493'614 CHF | 496'352 CHF | 99.99% | 99.99% |
13.05.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 270'000 | 270'000 | 268'885 | 268'885 | 494'824 CHF | 497'513 CHF | 99.82% | 99.82% |
10.05.2024 | 0.55% | 1.84 CHF | 1.85 CHF | 270'000 | 270'000 | 272'372 | 272'372 | 497'245 CHF | 499'969 CHF | 100.00% | 100.00% |
08.05.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 280'000 | 280'000 | 280'427 | 280'427 | 480'666 CHF | 483'471 CHF | 98.93% | 98.93% |
07.05.2024 | 0.61% | 1.69 CHF | 1.70 CHF | 285'000 | 285'000 | 286'506 | 286'506 | 469'509 CHF | 472'376 CHF | 99.75% | 99.75% |
06.05.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 285'000 | 285'000 | 285'201 | 285'201 | 471'229 CHF | 474'081 CHF | 100.00% | 100.00% |
03.05.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 290'000 | 290'000 | 289'634 | 289'634 | 465'997 CHF | 468'893 CHF | 99.99% | 99.99% |
02.05.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 290'000 | 290'000 | 291'212 | 291'212 | 461'777 CHF | 464'689 CHF | 98.53% | 98.53% |