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 | 0.62% | 1.55 CHF | 1.56 CHF | 500'000 | 500'000 | 304'716 | 304'716 | 485'384 CHF | 488'431 CHF | 98.95% | 98.95% |
15.05.2024 | 0.67% | 1.51 CHF | 1.52 CHF | 500'000 | 500'000 | 305'509 | 305'509 | 455'464 CHF | 458'519 CHF | 97.56% | 97.56% |
14.05.2024 | 0.72% | 1.48 CHF | 1.49 CHF | 500'000 | 500'000 | 305'751 | 305'751 | 425'072 CHF | 428'129 CHF | 97.14% | 97.14% |
13.05.2024 | 0.66% | 1.40 CHF | 1.41 CHF | 500'000 | 500'000 | 303'085 | 303'085 | 453'237 CHF | 456'268 CHF | 99.03% | 99.03% |
10.05.2024 | 0.63% | 1.48 CHF | 1.49 CHF | 500'000 | 500'000 | 304'070 | 304'070 | 477'484 CHF | 480'525 CHF | 97.15% | 97.15% |
08.05.2024 | 0.69% | 1.55 CHF | 1.56 CHF | 500'000 | 500'000 | 304'354 | 304'354 | 446'066 CHF | 449'109 CHF | 98.43% | 98.43% |
07.05.2024 | 0.73% | 1.42 CHF | 1.43 CHF | 500'000 | 500'000 | 304'828 | 304'828 | 416'081 CHF | 419'130 CHF | 98.78% | 98.78% |
06.05.2024 | 0.83% | 1.26 CHF | 1.27 CHF | 500'000 | 500'000 | 304'650 | 304'650 | 367'268 CHF | 370'314 CHF | 99.08% | 99.08% |
03.05.2024 | 1.01% | 1.11 CHF | 1.12 CHF | 500'000 | 500'000 | 305'542 | 305'542 | 309'357 CHF | 312'412 CHF | 97.05% | 97.05% |
02.05.2024 | 1.05% | 0.91 CHF | 0.92 CHF | 500'000 | 500'000 | 303'416 | 303'416 | 283'435 CHF | 286'469 CHF | 98.48% | 98.48% |