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 | 0.63% | 1.61 CHF | 1.62 CHF | 300'000 | 300'000 | 299'751 | 299'751 | 478'785 CHF | 481'785 CHF | 100.00% | 100.00% |
15.05.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 300'000 | 300'000 | 299'412 | 299'412 | 484'060 CHF | 487'060 CHF | 99.84% | 99.84% |
14.05.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 300'000 | 300'000 | 299'961 | 299'961 | 492'482 CHF | 495'482 CHF | 99.89% | 99.89% |
13.05.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 489'333 CHF | 492'333 CHF | 100.00% | 100.00% |
10.05.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 490'098 CHF | 493'098 CHF | 100.00% | 100.00% |
08.05.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 300'000 | 300'000 | 299'937 | 299'937 | 495'227 CHF | 498'227 CHF | 99.29% | 99.29% |
07.05.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 300'000 | 300'000 | 299'868 | 299'868 | 490'627 CHF | 493'627 CHF | 99.81% | 99.81% |
06.05.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 484'636 CHF | 487'636 CHF | 100.00% | 100.00% |
03.05.2024 | 0.61% | 1.61 CHF | 1.62 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 488'102 CHF | 491'102 CHF | 98.76% | 98.76% |
02.05.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 506'093 CHF | 509'093 CHF | 99.99% | 99.99% |