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 | 0.55% | 1.83 CHF | 1.84 CHF | 295'700 | 295'700 | 307'270 | 307'270 | 561'821 CHF | 564'896 CHF | 99.99% | 99.99% |
15.05.2024 | 0.58% | 1.82 CHF | 1.83 CHF | 315'600 | 315'600 | 325'535 | 325'535 | 563'623 CHF | 566'887 CHF | 99.84% | 99.84% |
14.05.2024 | 0.61% | 1.70 CHF | 1.71 CHF | 333'600 | 333'600 | 334'762 | 334'762 | 543'368 CHF | 546'716 CHF | 99.99% | 99.99% |
13.05.2024 | 0.63% | 1.61 CHF | 1.62 CHF | 335'600 | 335'600 | 338'901 | 338'901 | 540'510 CHF | 543'899 CHF | 100.00% | 100.00% |
10.05.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 341'200 | 341'200 | 359'356 | 359'356 | 563'439 CHF | 567'033 CHF | 100.00% | 100.00% |
08.05.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 360'000 | 360'000 | 351'511 | 351'511 | 524'433 CHF | 527'948 CHF | 98.95% | 98.95% |
07.05.2024 | 0.64% | 1.58 CHF | 1.59 CHF | 346'000 | 346'000 | 343'339 | 343'339 | 533'416 CHF | 536'850 CHF | 99.34% | 99.34% |
06.05.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 341'700 | 341'700 | 350'792 | 350'792 | 550'331 CHF | 553'839 CHF | 100.00% | 100.00% |
03.05.2024 | 0.66% | 1.55 CHF | 1.56 CHF | 357'000 | 357'000 | 373'519 | 373'519 | 566'705 CHF | 570'440 CHF | 99.95% | 99.95% |
02.05.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 384'500 | 384'500 | 396'714 | 396'714 | 550'738 CHF | 554'705 CHF | 100.00% | 100.00% |