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 | 0.68% | 1.44 CHF | 1.45 CHF | 236'400 | 236'400 | 238'708 | 238'708 | 349'104 CHF | 351'494 CHF | 100.00% | 100.00% |
15.05.2024 | 0.70% | 1.45 CHF | 1.46 CHF | 240'600 | 240'600 | 243'556 | 243'556 | 350'474 CHF | 352'916 CHF | 99.84% | 99.84% |
14.05.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 246'600 | 246'600 | 243'926 | 243'926 | 343'972 CHF | 346'412 CHF | 99.89% | 99.89% |
13.05.2024 | 0.70% | 1.41 CHF | 1.42 CHF | 242'200 | 242'200 | 243'161 | 243'161 | 346'162 CHF | 348'593 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 243'900 | 243'900 | 247'249 | 247'249 | 351'737 CHF | 354'210 CHF | 100.00% | 100.00% |
08.05.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 248'300 | 248'300 | 245'456 | 245'456 | 344'251 CHF | 346'706 CHF | 99.17% | 99.17% |
07.05.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 243'600 | 243'600 | 240'514 | 240'514 | 342'354 CHF | 344'760 CHF | 99.70% | 99.70% |
06.05.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 238'500 | 238'500 | 240'305 | 240'305 | 348'883 CHF | 351'286 CHF | 100.00% | 100.00% |
03.05.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 241'700 | 241'700 | 248'935 | 248'935 | 358'041 CHF | 360'531 CHF | 98.76% | 98.76% |
02.05.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 253'600 | 253'600 | 265'564 | 265'564 | 363'162 CHF | 365'818 CHF | 100.00% | 100.00% |