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 | 0.92% | 1.09 CHF | 1.10 CHF | 320'000 | 320'000 | 319'652 | 319'652 | 348'094 CHF | 351'293 CHF | 100.00% | 100.00% |
15.05.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 330'000 | 330'000 | 329'244 | 329'244 | 388'049 CHF | 391'349 CHF | 99.96% | 99.96% |
14.05.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 330'000 | 330'000 | 338'036 | 338'036 | 410'934 CHF | 414'315 CHF | 100.00% | 100.00% |
13.05.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 389'959 CHF | 393'259 CHF | 99.86% | 99.86% |
10.05.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 392'744 CHF | 396'044 CHF | 100.00% | 100.00% |
08.05.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 340'000 | 340'000 | 340'000 | 340'000 | 417'527 CHF | 420'927 CHF | 98.62% | 98.62% |
07.05.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 340'000 | 340'000 | 339'849 | 339'849 | 423'813 CHF | 427'213 CHF | 99.75% | 99.75% |
06.05.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 340'000 | 340'000 | 340'583 | 340'583 | 430'498 CHF | 433'904 CHF | 100.00% | 100.00% |
03.05.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 350'000 | 350'000 | 348'984 | 348'984 | 450'898 CHF | 454'387 CHF | 99.73% | 99.73% |
02.05.2024 | 0.79% | 1.31 CHF | 1.32 CHF | 350'000 | 350'000 | 342'899 | 342'899 | 433'855 CHF | 437'284 CHF | 98.55% | 98.55% |