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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.60% | 1.59 CHF | 1.60 CHF | 418'900 | 418'900 | 417'839 | 417'839 | 702'992 CHF | 707'181 CHF | 99.89% | 99.89% |
14.05.2024 | 0.55% | 1.76 CHF | 1.77 CHF | 412'300 | 412'300 | 412'299 | 412'299 | 750'824 CHF | 754'947 CHF | 99.27% | 99.27% |
13.05.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 401'000 | 401'000 | 401'000 | 401'000 | 730'605 CHF | 734'615 CHF | 100.00% | 100.00% |
10.05.2024 | 0.53% | 1.86 CHF | 1.87 CHF | 342'500 | 342'500 | 342'500 | 342'500 | 649'588 CHF | 653'013 CHF | 100.00% | 100.00% |
08.05.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 313'600 | 313'600 | 313'600 | 313'600 | 684'856 CHF | 687'992 CHF | 99.77% | 99.77% |
07.05.2024 | 0.41% | 2.28 CHF | 2.29 CHF | 258'200 | 258'200 | 258'151 | 258'151 | 627'419 CHF | 630'001 CHF | 96.09% | 96.09% |
06.05.2024 | 0.37% | 2.77 CHF | 2.78 CHF | 244'700 | 244'700 | 244'700 | 244'700 | 667'342 CHF | 669'789 CHF | 100.00% | 100.00% |
03.05.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 229'600 | 229'600 | 229'600 | 229'600 | 672'345 CHF | 674'641 CHF | 99.89% | 99.89% |
02.05.2024 | 0.33% | 3.11 CHF | 3.12 CHF | 241'300 | 241'300 | 241'300 | 241'300 | 720'769 CHF | 723'182 CHF | 99.55% | 99.55% |
30.04.2024 | 0.35% | 2.93 CHF | 2.94 CHF | 253'900 | 253'900 | 253'801 | 253'801 | 721'510 CHF | 724'049 CHF | 100.00% | 100.00% |