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 | 0.81% | 1.24 CHF | 1.25 CHF | 320'000 | 320'000 | 319'656 | 319'656 | 395'613 CHF | 398'812 CHF | 100.00% | 100.00% |
15.05.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 330'000 | 330'000 | 329'240 | 329'240 | 437'088 CHF | 440'388 CHF | 99.85% | 99.85% |
14.05.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 330'000 | 330'000 | 338'033 | 338'033 | 461'095 CHF | 464'476 CHF | 100.00% | 100.00% |
13.05.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 439'177 CHF | 442'477 CHF | 99.84% | 99.84% |
10.05.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 441'902 CHF | 445'202 CHF | 100.00% | 100.00% |
08.05.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 340'000 | 340'000 | 340'000 | 340'000 | 468'250 CHF | 471'650 CHF | 98.62% | 98.62% |
07.05.2024 | 0.71% | 1.38 CHF | 1.39 CHF | 340'000 | 340'000 | 339'853 | 339'853 | 474'304 CHF | 477'704 CHF | 99.76% | 99.76% |
06.05.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 340'000 | 340'000 | 340'583 | 340'583 | 481'370 CHF | 484'775 CHF | 100.00% | 100.00% |
03.05.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 350'000 | 350'000 | 348'966 | 348'966 | 502'661 CHF | 506'151 CHF | 99.82% | 99.82% |
02.05.2024 | 0.70% | 1.46 CHF | 1.47 CHF | 350'000 | 350'000 | 342'897 | 342'897 | 484'958 CHF | 488'387 CHF | 98.56% | 98.56% |