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 | 0.63% | 1.62 CHF | 1.63 CHF | 360'000 | 360'000 | 351'651 | 351'651 | 556'327 CHF | 559'846 CHF | 100.00% | 100.00% |
15.05.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 350'000 | 350'000 | 348'423 | 348'423 | 544'172 CHF | 547'664 CHF | 100.00% | 100.00% |
14.05.2024 | 0.67% | 1.55 CHF | 1.56 CHF | 350'000 | 350'000 | 342'629 | 342'629 | 513'587 CHF | 517'015 CHF | 100.00% | 100.00% |
13.05.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 350'000 | 350'000 | 348'557 | 348'557 | 533'992 CHF | 537'478 CHF | 99.86% | 99.86% |
10.05.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 350'000 | 350'000 | 348'557 | 348'557 | 542'114 CHF | 545'600 CHF | 100.00% | 100.00% |
08.05.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 360'000 | 360'000 | 358'422 | 358'422 | 578'097 CHF | 581'682 CHF | 98.93% | 98.93% |
07.05.2024 | 0.61% | 1.60 CHF | 1.61 CHF | 360'000 | 360'000 | 358'238 | 358'238 | 584'276 CHF | 587'862 CHF | 99.88% | 99.88% |
06.05.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 370'000 | 370'000 | 362'298 | 362'298 | 594'611 CHF | 598'234 CHF | 100.00% | 100.00% |
03.05.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 370'000 | 370'000 | 364'924 | 364'924 | 601'661 CHF | 605'310 CHF | 99.86% | 99.86% |
02.05.2024 | 0.62% | 1.64 CHF | 1.65 CHF | 360'000 | 360'000 | 358'493 | 358'493 | 577'089 CHF | 580'674 CHF | 98.58% | 98.58% |