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 | 0.88% | 1.07 CHF | 1.08 CHF | 290'000 | 290'000 | 283'924 | 283'924 | 321'635 CHF | 324'478 CHF | 99.42% | 99.42% |
15.05.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 270'000 | 270'000 | 272'013 | 272'013 | 352'935 CHF | 355'661 CHF | 100.00% | 100.00% |
14.05.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 275'000 | 275'000 | 273'793 | 273'793 | 351'280 CHF | 354'019 CHF | 99.99% | 99.99% |
13.05.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 270'000 | 270'000 | 268'885 | 268'885 | 355'262 CHF | 357'951 CHF | 99.86% | 99.86% |
10.05.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 270'000 | 270'000 | 272'373 | 272'373 | 355'959 CHF | 358'683 CHF | 100.00% | 100.00% |
08.05.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 280'000 | 280'000 | 280'430 | 280'430 | 335'547 CHF | 338'352 CHF | 98.93% | 98.93% |
07.05.2024 | 0.89% | 1.18 CHF | 1.19 CHF | 285'000 | 285'000 | 286'408 | 286'408 | 321'169 CHF | 324'036 CHF | 99.88% | 99.88% |
06.05.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 285'000 | 285'000 | 285'201 | 285'201 | 323'812 CHF | 326'664 CHF | 100.00% | 100.00% |
03.05.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 290'000 | 290'000 | 289'632 | 289'632 | 316'554 CHF | 319'450 CHF | 99.99% | 99.99% |
02.05.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 290'000 | 290'000 | 291'219 | 291'219 | 311'315 CHF | 314'227 CHF | 98.58% | 98.58% |