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 | 0.78% | 1.30 CHF | 1.31 CHF | 307'000 | 307'000 | 303'110 | 303'110 | 392'660 CHF | 395'694 CHF | 100.00% | 100.00% |
15.05.2024 | 0.73% | 1.33 CHF | 1.34 CHF | 287'000 | 287'000 | 285'034 | 285'034 | 391'417 CHF | 394'270 CHF | 100.00% | 100.00% |
14.05.2024 | 0.70% | 1.41 CHF | 1.42 CHF | 286'000 | 286'000 | 285'520 | 285'520 | 410'683 CHF | 413'540 CHF | 98.88% | 98.88% |
13.05.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 282'000 | 282'000 | 278'863 | 278'863 | 401'510 CHF | 404'302 CHF | 100.00% | 100.00% |
10.05.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 255'000 | 255'000 | 253'452 | 253'452 | 373'358 CHF | 375'896 CHF | 100.00% | 100.00% |
08.05.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 245'000 | 245'000 | 242'567 | 242'567 | 387'780 CHF | 390'208 CHF | 100.00% | 100.00% |
07.05.2024 | 0.59% | 1.64 CHF | 1.65 CHF | 218'000 | 218'000 | 217'300 | 217'300 | 369'305 CHF | 371'481 CHF | 100.00% | 100.00% |
06.05.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 214'000 | 214'000 | 211'726 | 211'726 | 384'858 CHF | 386'978 CHF | 100.00% | 100.00% |
03.05.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 207'000 | 207'000 | 205'906 | 205'906 | 390'445 CHF | 392'505 CHF | 97.69% | 97.69% |
02.05.2024 | 0.53% | 1.96 CHF | 1.97 CHF | 215'000 | 215'000 | 212'284 | 212'284 | 407'476 CHF | 409'601 CHF | 99.55% | 99.55% |