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 | 0.59% | 1.64 CHF | 1.65 CHF | 175'500 | 175'500 | 172'977 | 172'977 | 294'127 CHF | 295'859 CHF | 99.65% | 99.65% |
15.05.2024 | 0.59% | 1.76 CHF | 1.77 CHF | 183'500 | 183'500 | 182'195 | 182'195 | 313'234 CHF | 315'058 CHF | 99.91% | 99.91% |
14.05.2024 | 0.61% | 1.66 CHF | 1.67 CHF | 183'500 | 183'500 | 182'303 | 182'303 | 300'485 CHF | 302'310 CHF | 99.83% | 99.83% |
13.05.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 181'500 | 181'500 | 179'914 | 179'914 | 299'941 CHF | 301'742 CHF | 100.00% | 100.00% |
10.05.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 197'500 | 197'500 | 195'597 | 195'597 | 334'241 CHF | 336'198 CHF | 99.90% | 99.90% |
08.05.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 200'000 | 200'000 | 198'107 | 198'107 | 302'417 CHF | 304'400 CHF | 100.00% | 100.00% |
07.05.2024 | 0.71% | 1.49 CHF | 1.50 CHF | 200'000 | 200'000 | 198'128 | 198'128 | 280'223 CHF | 282'206 CHF | 100.00% | 100.00% |
06.05.2024 | 0.77% | 1.33 CHF | 1.34 CHF | 200'000 | 200'000 | 198'082 | 198'082 | 259'260 CHF | 261'243 CHF | 97.39% | 97.39% |
03.05.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 200'000 | 200'000 | 199'098 | 199'098 | 246'528 CHF | 248'520 CHF | 97.12% | 97.12% |
02.05.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 200'000 | 200'000 | 198'113 | 198'113 | 240'720 CHF | 242'704 CHF | 99.50% | 99.50% |