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 | 0.56% | 1.83 CHF | 1.84 CHF | 500'000 | 500'000 | 304'498 | 304'498 | 540'552 CHF | 543'597 CHF | 98.85% | 98.85% |
15.05.2024 | 0.53% | 1.86 CHF | 1.87 CHF | 500'000 | 500'000 | 305'501 | 305'501 | 576'025 CHF | 579'080 CHF | 97.56% | 97.56% |
14.05.2024 | 0.50% | 1.91 CHF | 1.92 CHF | 500'000 | 500'000 | 305'751 | 305'751 | 610'387 CHF | 613'445 CHF | 97.12% | 97.12% |
13.05.2024 | 0.53% | 1.99 CHF | 2.00 CHF | 500'000 | 500'000 | 303'070 | 303'070 | 572'774 CHF | 575'805 CHF | 99.05% | 99.05% |
10.05.2024 | 0.55% | 1.91 CHF | 1.92 CHF | 500'000 | 500'000 | 304'072 | 304'072 | 553'630 CHF | 556'670 CHF | 97.15% | 97.15% |
08.05.2024 | 0.51% | 1.85 CHF | 1.86 CHF | 500'000 | 500'000 | 304'342 | 304'342 | 588'783 CHF | 591'827 CHF | 98.45% | 98.45% |
07.05.2024 | 0.49% | 1.98 CHF | 1.99 CHF | 500'000 | 500'000 | 304'831 | 304'831 | 619'046 CHF | 622'094 CHF | 98.76% | 98.76% |
06.05.2024 | 0.46% | 2.13 CHF | 2.14 CHF | 500'000 | 500'000 | 304'678 | 304'678 | 665'672 CHF | 668'718 CHF | 99.06% | 99.06% |
03.05.2024 | 0.41% | 2.28 CHF | 2.29 CHF | 500'000 | 500'000 | 305'651 | 305'651 | 729'690 CHF | 732'746 CHF | 97.11% | 97.11% |
02.05.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 500'000 | 500'000 | 303'349 | 303'349 | 755'184 CHF | 758'218 CHF | 98.46% | 98.46% |