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 | 0.79% | 1.20 CHF | 1.21 CHF | 290'000 | 290'000 | 283'917 | 283'917 | 358'238 CHF | 361'082 CHF | 99.42% | 99.42% |
15.05.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 270'000 | 270'000 | 272'048 | 272'048 | 388'071 CHF | 390'797 CHF | 100.00% | 100.00% |
14.05.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 275'000 | 275'000 | 273'787 | 273'787 | 386'469 CHF | 389'208 CHF | 99.98% | 99.98% |
13.05.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 270'000 | 270'000 | 268'885 | 268'885 | 389'902 CHF | 392'591 CHF | 99.84% | 99.84% |
10.05.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 270'000 | 270'000 | 272'374 | 272'374 | 391'039 CHF | 393'763 CHF | 100.00% | 100.00% |
08.05.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 280'000 | 280'000 | 280'428 | 280'428 | 371'394 CHF | 374'199 CHF | 98.93% | 98.93% |
07.05.2024 | 0.80% | 1.30 CHF | 1.31 CHF | 285'000 | 285'000 | 286'395 | 286'395 | 357'753 CHF | 360'620 CHF | 99.88% | 99.88% |
06.05.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 285'000 | 285'000 | 285'201 | 285'201 | 360'400 CHF | 363'252 CHF | 100.00% | 100.00% |
03.05.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 290'000 | 290'000 | 289'632 | 289'632 | 353'536 CHF | 356'433 CHF | 99.99% | 99.99% |
02.05.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 290'000 | 290'000 | 291'220 | 291'220 | 348'542 CHF | 351'454 CHF | 98.55% | 98.55% |