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 | 0.72% | 1.42 CHF | 1.43 CHF | 360'000 | 360'000 | 351'657 | 351'657 | 487'065 CHF | 490'584 CHF | 100.00% | 100.00% |
15.05.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 350'000 | 350'000 | 348'460 | 348'460 | 475'963 CHF | 479'455 CHF | 100.00% | 100.00% |
14.05.2024 | 0.77% | 1.35 CHF | 1.36 CHF | 350'000 | 350'000 | 342'634 | 342'634 | 446'588 CHF | 450'015 CHF | 99.99% | 99.99% |
13.05.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 350'000 | 350'000 | 348'557 | 348'557 | 465'915 CHF | 469'401 CHF | 99.86% | 99.86% |
10.05.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 350'000 | 350'000 | 348'557 | 348'557 | 473'808 CHF | 477'293 CHF | 100.00% | 100.00% |
08.05.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 360'000 | 360'000 | 358'425 | 358'425 | 507'945 CHF | 511'530 CHF | 98.93% | 98.93% |
07.05.2024 | 0.70% | 1.40 CHF | 1.41 CHF | 360'000 | 360'000 | 358'221 | 358'221 | 513'715 CHF | 517'300 CHF | 99.89% | 99.89% |
06.05.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 370'000 | 370'000 | 362'298 | 362'298 | 523'382 CHF | 527'005 CHF | 100.00% | 100.00% |
03.05.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 370'000 | 370'000 | 364'923 | 364'923 | 530'205 CHF | 533'854 CHF | 99.91% | 99.91% |
02.05.2024 | 0.71% | 1.45 CHF | 1.46 CHF | 360'000 | 360'000 | 358'494 | 358'494 | 506'704 CHF | 510'289 CHF | 98.59% | 98.59% |