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 | 0.78% | 1.32 CHF | 1.33 CHF | 360'000 | 360'000 | 351'652 | 351'652 | 451'833 CHF | 455'352 CHF | 100.00% | 100.00% |
15.05.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 350'000 | 350'000 | 348'465 | 348'465 | 441'114 CHF | 444'606 CHF | 100.00% | 100.00% |
14.05.2024 | 0.83% | 1.25 CHF | 1.26 CHF | 350'000 | 350'000 | 342'637 | 342'637 | 412'357 CHF | 415'785 CHF | 99.99% | 99.99% |
13.05.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 350'000 | 350'000 | 348'557 | 348'557 | 431'142 CHF | 434'627 CHF | 99.87% | 99.87% |
10.05.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 350'000 | 350'000 | 348'557 | 348'557 | 439'462 CHF | 442'947 CHF | 100.00% | 100.00% |
08.05.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 360'000 | 360'000 | 358'421 | 358'421 | 472'442 CHF | 476'027 CHF | 98.93% | 98.93% |
07.05.2024 | 0.75% | 1.31 CHF | 1.32 CHF | 360'000 | 360'000 | 358'230 | 358'230 | 478'404 CHF | 481'989 CHF | 99.89% | 99.89% |
06.05.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 370'000 | 370'000 | 362'298 | 362'298 | 487'763 CHF | 491'386 CHF | 100.00% | 100.00% |
03.05.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 370'000 | 370'000 | 364'923 | 364'923 | 494'309 CHF | 497'958 CHF | 99.93% | 99.93% |
02.05.2024 | 0.76% | 1.35 CHF | 1.36 CHF | 360'000 | 360'000 | 358'494 | 358'494 | 471'343 CHF | 474'928 CHF | 98.60% | 98.60% |