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 | 1.55% | 0.64 CHF | 0.65 CHF | 396'000 | 396'000 | 395'652 | 395'652 | 253'930 CHF | 257'890 CHF | 100.00% | 100.00% |
15.05.2024 | 1.53% | 0.66 CHF | 0.67 CHF | 396'000 | 396'000 | 395'193 | 395'193 | 258'021 CHF | 261'981 CHF | 100.00% | 100.00% |
14.05.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 396'000 | 396'000 | 395'923 | 395'923 | 256'927 CHF | 260'887 CHF | 99.99% | 99.99% |
13.05.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 396'000 | 396'000 | 396'000 | 396'000 | 261'360 CHF | 265'320 CHF | 100.00% | 100.00% |
10.05.2024 | 1.53% | 0.66 CHF | 0.67 CHF | 396'000 | 396'000 | 396'000 | 396'000 | 256'522 CHF | 260'482 CHF | 100.00% | 100.00% |
08.05.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 396'000 | 396'000 | 395'929 | 395'929 | 264'575 CHF | 268'535 CHF | 99.06% | 99.06% |
07.05.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 396'000 | 396'000 | 395'805 | 395'805 | 259'278 CHF | 263'238 CHF | 99.66% | 99.66% |
06.05.2024 | 1.59% | 0.63 CHF | 0.64 CHF | 396'000 | 396'000 | 396'000 | 396'000 | 246'897 CHF | 250'857 CHF | 100.00% | 100.00% |
03.05.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 396'000 | 396'000 | 396'000 | 396'000 | 251'713 CHF | 255'673 CHF | 99.97% | 99.97% |
02.05.2024 | 1.53% | 0.63 CHF | 0.64 CHF | 396'000 | 396'000 | 396'000 | 396'000 | 257'260 CHF | 261'220 CHF | 100.00% | 100.00% |