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 | 0.55% | 1.79 CHF | 1.80 CHF | 235'900 | 235'900 | 235'298 | 235'298 | 426'676 CHF | 429'035 CHF | 100.00% | 100.00% |
14.05.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 235'000 | 235'000 | 234'998 | 234'998 | 427'985 CHF | 430'335 CHF | 99.31% | 99.31% |
13.05.2024 | 0.53% | 1.86 CHF | 1.87 CHF | 229'500 | 229'500 | 229'500 | 229'500 | 428'756 CHF | 431'051 CHF | 100.00% | 100.00% |
10.05.2024 | 0.55% | 1.85 CHF | 1.86 CHF | 231'000 | 231'000 | 231'000 | 231'000 | 421'630 CHF | 423'940 CHF | 99.99% | 99.99% |
08.05.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 230'100 | 230'100 | 230'100 | 230'100 | 424'480 CHF | 426'781 CHF | 99.77% | 99.77% |
07.05.2024 | 0.57% | 1.77 CHF | 1.78 CHF | 249'100 | 249'100 | 249'063 | 249'063 | 439'104 CHF | 441'595 CHF | 98.36% | 98.36% |
06.05.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 229'800 | 229'800 | 229'800 | 229'800 | 412'311 CHF | 414'609 CHF | 100.00% | 100.00% |
03.05.2024 | 0.51% | 1.91 CHF | 1.92 CHF | 229'800 | 229'800 | 229'800 | 229'800 | 446'102 CHF | 448'400 CHF | 99.90% | 99.90% |
02.05.2024 | 0.53% | 1.95 CHF | 1.96 CHF | 229'800 | 229'800 | 229'800 | 229'800 | 436'004 CHF | 438'302 CHF | 99.57% | 99.57% |
30.04.2024 | 0.55% | 1.85 CHF | 1.86 CHF | 234'900 | 234'900 | 234'816 | 234'816 | 424'178 CHF | 426'527 CHF | 100.00% | 100.00% |