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 | 0.59% | 1.72 CHF | 1.73 CHF | 360'000 | 360'000 | 351'654 | 351'654 | 590'875 CHF | 594'394 CHF | 100.00% | 100.00% |
15.05.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 350'000 | 350'000 | 348'460 | 348'460 | 578'702 CHF | 582'195 CHF | 99.99% | 99.99% |
14.05.2024 | 0.62% | 1.65 CHF | 1.66 CHF | 350'000 | 350'000 | 342'637 | 342'637 | 547'517 CHF | 550'944 CHF | 100.00% | 100.00% |
13.05.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 350'000 | 350'000 | 348'557 | 348'557 | 568'332 CHF | 571'818 CHF | 99.83% | 99.83% |
10.05.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 350'000 | 350'000 | 348'557 | 348'557 | 576'259 CHF | 579'745 CHF | 100.00% | 100.00% |
08.05.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 360'000 | 360'000 | 358'426 | 358'426 | 612'890 CHF | 616'475 CHF | 98.93% | 98.93% |
07.05.2024 | 0.58% | 1.70 CHF | 1.71 CHF | 360'000 | 360'000 | 358'231 | 358'231 | 619'376 CHF | 622'962 CHF | 99.88% | 99.88% |
06.05.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 370'000 | 370'000 | 362'298 | 362'298 | 629'920 CHF | 633'543 CHF | 100.00% | 100.00% |
03.05.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 370'000 | 370'000 | 364'925 | 364'925 | 637'379 CHF | 641'028 CHF | 99.94% | 99.94% |
02.05.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 360'000 | 360'000 | 358'494 | 358'494 | 611'910 CHF | 615'495 CHF | 98.54% | 98.54% |