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 | 0.68% | 1.41 CHF | 1.42 CHF | 290'000 | 290'000 | 283'923 | 283'923 | 416'326 CHF | 419'170 CHF | 99.42% | 99.42% |
15.05.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 270'000 | 270'000 | 272'039 | 272'039 | 443'644 CHF | 446'370 CHF | 99.99% | 99.99% |
14.05.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 275'000 | 275'000 | 273'788 | 273'788 | 442'718 CHF | 445'456 CHF | 100.00% | 100.00% |
13.05.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 270'000 | 270'000 | 268'885 | 268'885 | 445'089 CHF | 447'778 CHF | 99.83% | 99.83% |
10.05.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 270'000 | 270'000 | 272'374 | 272'374 | 446'437 CHF | 449'160 CHF | 100.00% | 100.00% |
08.05.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 280'000 | 280'000 | 280'426 | 280'426 | 428'663 CHF | 431'467 CHF | 98.93% | 98.93% |
07.05.2024 | 0.69% | 1.51 CHF | 1.52 CHF | 285'000 | 285'000 | 286'405 | 286'405 | 416'219 CHF | 419'086 CHF | 99.89% | 99.89% |
06.05.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 285'000 | 285'000 | 285'201 | 285'201 | 418'174 CHF | 421'026 CHF | 100.00% | 100.00% |
03.05.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 290'000 | 290'000 | 289'634 | 289'634 | 412'355 CHF | 415'252 CHF | 100.00% | 100.00% |
02.05.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 290'000 | 290'000 | 291'218 | 291'218 | 407'861 CHF | 410'773 CHF | 98.55% | 98.55% |