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 | 482'400 | 482'400 | 496'240 | 496'240 | 713'572 CHF | 718'538 CHF | 99.99% | 99.99% |
15.05.2024 | 0.73% | 1.43 CHF | 1.44 CHF | 506'300 | 506'300 | 517'762 | 517'762 | 714'755 CHF | 719'945 CHF | 99.61% | 99.61% |
14.05.2024 | 0.76% | 1.36 CHF | 1.37 CHF | 527'600 | 527'600 | 528'983 | 528'983 | 695'986 CHF | 701'276 CHF | 99.32% | 99.32% |
13.05.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 530'000 | 530'000 | 533'781 | 533'781 | 692'740 CHF | 698'078 CHF | 100.00% | 100.00% |
10.05.2024 | 0.78% | 1.26 CHF | 1.27 CHF | 536'500 | 536'500 | 557'476 | 557'476 | 714'183 CHF | 719'758 CHF | 99.60% | 99.60% |
08.05.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 558'600 | 558'600 | 548'962 | 548'962 | 677'234 CHF | 682'724 CHF | 98.95% | 98.95% |
07.05.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 542'600 | 542'600 | 539'555 | 539'555 | 685'698 CHF | 691'094 CHF | 99.34% | 99.34% |
06.05.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 537'700 | 537'700 | 548'227 | 548'227 | 701'782 CHF | 707'264 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 555'500 | 555'500 | 574'427 | 574'427 | 717'181 CHF | 722'926 CHF | 99.97% | 99.97% |
02.05.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 587'000 | 587'000 | 600'710 | 600'710 | 702'214 CHF | 708'221 CHF | 100.00% | 100.00% |