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 | 0.69% | 1.44 CHF | 1.45 CHF | 320'000 | 320'000 | 319'652 | 319'652 | 459'304 CHF | 462'503 CHF | 100.00% | 100.00% |
15.05.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 330'000 | 330'000 | 329'234 | 329'234 | 502'817 CHF | 506'117 CHF | 99.74% | 99.74% |
14.05.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 330'000 | 330'000 | 338'031 | 338'031 | 528'275 CHF | 531'656 CHF | 100.00% | 100.00% |
13.05.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 504'970 CHF | 508'270 CHF | 99.88% | 99.88% |
10.05.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 507'677 CHF | 510'977 CHF | 100.00% | 100.00% |
08.05.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 340'000 | 340'000 | 340'000 | 340'000 | 536'070 CHF | 539'470 CHF | 98.62% | 98.62% |
07.05.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 340'000 | 340'000 | 339'848 | 339'848 | 541'890 CHF | 545'290 CHF | 99.76% | 99.76% |
06.05.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 340'000 | 340'000 | 340'583 | 340'583 | 549'311 CHF | 552'717 CHF | 100.00% | 100.00% |
03.05.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 350'000 | 350'000 | 348'969 | 348'969 | 572'233 CHF | 575'723 CHF | 99.81% | 99.81% |
02.05.2024 | 0.62% | 1.66 CHF | 1.67 CHF | 350'000 | 350'000 | 342'900 | 342'900 | 553'394 CHF | 556'823 CHF | 98.59% | 98.59% |