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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.56% | 1.81 CHF | 1.82 CHF | 290'000 | 290'000 | 292'493 | 292'493 | 521'588 CHF | 524'513 CHF | 99.36% | 99.36% |
16.05.2024 | 0.53% | 1.83 CHF | 1.84 CHF | 290'000 | 290'000 | 284'042 | 284'042 | 537'204 CHF | 540'047 CHF | 99.42% | 99.42% |
15.05.2024 | 0.49% | 2.07 CHF | 2.08 CHF | 270'000 | 270'000 | 272'062 | 272'062 | 559'258 CHF | 561'984 CHF | 100.00% | 100.00% |
14.05.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 275'000 | 275'000 | 273'841 | 273'841 | 558'738 CHF | 561'477 CHF | 99.98% | 99.98% |
13.05.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 270'000 | 270'000 | 268'885 | 268'885 | 558'815 CHF | 561'504 CHF | 99.85% | 99.85% |
10.05.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 270'000 | 270'000 | 272'374 | 272'374 | 561'709 CHF | 564'433 CHF | 100.00% | 100.00% |
08.05.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 280'000 | 280'000 | 280'427 | 280'427 | 546'888 CHF | 549'692 CHF | 98.93% | 98.93% |
07.05.2024 | 0.53% | 1.93 CHF | 1.94 CHF | 285'000 | 285'000 | 286'540 | 286'540 | 537'250 CHF | 540'117 CHF | 99.88% | 99.88% |
06.05.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 285'000 | 285'000 | 285'201 | 285'201 | 538'254 CHF | 541'106 CHF | 100.00% | 100.00% |
03.05.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 290'000 | 290'000 | 289'630 | 289'630 | 534'199 CHF | 537'096 CHF | 99.96% | 99.96% |