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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 230'000 | 230'000 | 228'582 | 228'582 | 391'156 CHF | 393'447 CHF | 100.00% | 100.00% |
14.05.2024 | 0.60% | 1.68 CHF | 1.69 CHF | 230'000 | 230'000 | 230'047 | 230'047 | 384'878 CHF | 387'179 CHF | 100.00% | 100.00% |
13.05.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 230'000 | 230'000 | 233'072 | 233'072 | 388'060 CHF | 390'391 CHF | 100.00% | 100.00% |
10.05.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 235'000 | 235'000 | 230'319 | 230'319 | 387'148 CHF | 389'451 CHF | 100.00% | 100.00% |
08.05.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 235'000 | 235'000 | 233'991 | 233'991 | 376'192 CHF | 378'533 CHF | 99.15% | 99.15% |
07.05.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 235'000 | 235'000 | 233'936 | 233'936 | 377'451 CHF | 379'791 CHF | 99.85% | 99.85% |
06.05.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 235'000 | 235'000 | 234'031 | 234'031 | 379'935 CHF | 382'275 CHF | 100.00% | 100.00% |
03.05.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 235'000 | 235'000 | 234'044 | 234'044 | 378'506 CHF | 380'846 CHF | 99.96% | 99.96% |
02.05.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 235'000 | 235'000 | 234'031 | 234'031 | 379'729 CHF | 382'070 CHF | 100.00% | 100.00% |
30.04.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 235'000 | 235'000 | 234'549 | 234'549 | 374'749 CHF | 377'097 CHF | 99.98% | 99.98% |