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 | 0.58% | 1.68 CHF | 1.69 CHF | 500'000 | 500'000 | 304'727 | 304'727 | 524'914 CHF | 527'961 CHF | 98.96% | 98.96% |
15.05.2024 | 0.62% | 1.64 CHF | 1.65 CHF | 500'000 | 500'000 | 305'497 | 305'497 | 495'067 CHF | 498'122 CHF | 97.56% | 97.56% |
14.05.2024 | 0.66% | 1.61 CHF | 1.62 CHF | 500'000 | 500'000 | 305'751 | 305'751 | 464'821 CHF | 467'879 CHF | 97.11% | 97.11% |
13.05.2024 | 0.61% | 1.53 CHF | 1.54 CHF | 500'000 | 500'000 | 303'068 | 303'068 | 492'569 CHF | 495'600 CHF | 99.04% | 99.04% |
10.05.2024 | 0.58% | 1.61 CHF | 1.62 CHF | 500'000 | 500'000 | 304'072 | 304'072 | 516'955 CHF | 519'996 CHF | 97.15% | 97.15% |
08.05.2024 | 0.63% | 1.68 CHF | 1.69 CHF | 500'000 | 500'000 | 304'343 | 304'343 | 485'621 CHF | 488'665 CHF | 98.44% | 98.44% |
07.05.2024 | 0.67% | 1.55 CHF | 1.56 CHF | 500'000 | 500'000 | 304'815 | 304'815 | 455'604 CHF | 458'652 CHF | 98.79% | 98.79% |
06.05.2024 | 0.75% | 1.39 CHF | 1.40 CHF | 500'000 | 500'000 | 304'660 | 304'660 | 406'738 CHF | 409'785 CHF | 99.09% | 99.09% |
03.05.2024 | 0.89% | 1.24 CHF | 1.25 CHF | 500'000 | 500'000 | 305'556 | 305'556 | 348'931 CHF | 351'986 CHF | 96.97% | 96.97% |
02.05.2024 | 0.93% | 1.04 CHF | 1.05 CHF | 500'000 | 500'000 | 303'154 | 303'154 | 322'752 CHF | 325'784 CHF | 98.36% | 98.36% |