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 | 0.56% | 1.82 CHF | 1.83 CHF | 360'000 | 360'000 | 351'653 | 351'653 | 625'768 CHF | 629'287 CHF | 100.00% | 100.00% |
15.05.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 350'000 | 350'000 | 348'417 | 348'417 | 613'154 CHF | 616'646 CHF | 100.00% | 100.00% |
14.05.2024 | 0.59% | 1.75 CHF | 1.76 CHF | 350'000 | 350'000 | 342'631 | 342'631 | 581'406 CHF | 584'834 CHF | 99.96% | 99.96% |
13.05.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 350'000 | 350'000 | 348'557 | 348'557 | 602'760 CHF | 606'245 CHF | 99.88% | 99.88% |
10.05.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 350'000 | 350'000 | 348'557 | 348'557 | 610'771 CHF | 614'257 CHF | 100.00% | 100.00% |
08.05.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 360'000 | 360'000 | 358'426 | 358'426 | 648'412 CHF | 651'997 CHF | 98.93% | 98.93% |
07.05.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 360'000 | 360'000 | 358'237 | 358'237 | 654'564 CHF | 658'150 CHF | 99.88% | 99.88% |
06.05.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 370'000 | 370'000 | 362'298 | 362'298 | 665'496 CHF | 669'119 CHF | 100.00% | 100.00% |
03.05.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 370'000 | 370'000 | 364'924 | 364'924 | 673'260 CHF | 676'909 CHF | 99.91% | 99.91% |
02.05.2024 | 0.55% | 1.84 CHF | 1.85 CHF | 360'000 | 360'000 | 358'493 | 358'493 | 647'356 CHF | 650'941 CHF | 98.59% | 98.59% |