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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 0.50% | 1.95 CHF | 1.96 CHF | 360'000 | 360'000 | 358'515 | 358'515 | 708'540 CHF | 712'125 CHF | 100.00% | 100.00% |
21.05.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 360'000 | 360'000 | 358'099 | 358'099 | 701'997 CHF | 705'582 CHF | 99.50% | 99.50% |
17.05.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 350'000 | 350'000 | 349'868 | 349'868 | 666'534 CHF | 670'033 CHF | 99.33% | 99.33% |
16.05.2024 | 0.53% | 1.92 CHF | 1.93 CHF | 360'000 | 360'000 | 351'654 | 351'654 | 660'317 CHF | 663'836 CHF | 100.00% | 100.00% |
15.05.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 350'000 | 350'000 | 348'454 | 348'454 | 647'503 CHF | 650'995 CHF | 99.99% | 99.99% |
14.05.2024 | 0.56% | 1.85 CHF | 1.86 CHF | 350'000 | 350'000 | 342'637 | 342'637 | 615'061 CHF | 618'489 CHF | 99.99% | 99.99% |
13.05.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 350'000 | 350'000 | 348'556 | 348'556 | 636'984 CHF | 640'469 CHF | 99.83% | 99.83% |
10.05.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 350'000 | 350'000 | 348'557 | 348'557 | 645'234 CHF | 648'720 CHF | 100.00% | 100.00% |
08.05.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 360'000 | 360'000 | 358'425 | 358'425 | 683'882 CHF | 687'467 CHF | 98.93% | 98.93% |
07.05.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 360'000 | 360'000 | 358'221 | 358'221 | 689'781 CHF | 693'366 CHF | 99.88% | 99.88% |