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 | 0.84% | 1.23 CHF | 1.24 CHF | 360'000 | 360'000 | 351'654 | 351'654 | 417'401 CHF | 420'921 CHF | 100.00% | 100.00% |
15.05.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 350'000 | 350'000 | 348'415 | 348'415 | 406'913 CHF | 410'405 CHF | 100.00% | 100.00% |
14.05.2024 | 0.90% | 1.15 CHF | 1.16 CHF | 350'000 | 350'000 | 342'635 | 342'635 | 378'660 CHF | 382'087 CHF | 99.99% | 99.99% |
13.05.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 350'000 | 350'000 | 348'557 | 348'557 | 396'982 CHF | 400'468 CHF | 99.88% | 99.88% |
10.05.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 350'000 | 350'000 | 348'557 | 348'557 | 405'304 CHF | 408'790 CHF | 100.00% | 100.00% |
08.05.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 360'000 | 360'000 | 358'425 | 358'425 | 437'166 CHF | 440'751 CHF | 98.93% | 98.93% |
07.05.2024 | 0.81% | 1.21 CHF | 1.22 CHF | 360'000 | 360'000 | 358'243 | 358'243 | 443'705 CHF | 447'290 CHF | 99.89% | 99.89% |
06.05.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 370'000 | 370'000 | 362'298 | 362'298 | 452'638 CHF | 456'261 CHF | 100.00% | 100.00% |
03.05.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 370'000 | 370'000 | 364'922 | 364'922 | 458'774 CHF | 462'423 CHF | 99.97% | 99.97% |
02.05.2024 | 0.82% | 1.25 CHF | 1.26 CHF | 360'000 | 360'000 | 358'494 | 358'494 | 435'940 CHF | 439'525 CHF | 98.61% | 98.61% |