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 | 0.82% | 1.22 CHF | 1.23 CHF | 320'000 | 320'000 | 319'637 | 319'637 | 388'894 CHF | 392'093 CHF | 100.00% | 100.00% |
15.05.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 330'000 | 330'000 | 329'247 | 329'247 | 430'472 CHF | 433'772 CHF | 100.00% | 100.00% |
14.05.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 330'000 | 330'000 | 338'042 | 338'042 | 454'339 CHF | 457'720 CHF | 100.00% | 100.00% |
13.05.2024 | 0.76% | 1.30 CHF | 1.31 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 432'456 CHF | 435'756 CHF | 99.82% | 99.82% |
10.05.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 435'191 CHF | 438'491 CHF | 100.00% | 100.00% |
08.05.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 340'000 | 340'000 | 340'000 | 340'000 | 461'501 CHF | 464'901 CHF | 98.62% | 98.62% |
07.05.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 340'000 | 340'000 | 339'715 | 339'715 | 467'383 CHF | 470'783 CHF | 99.88% | 99.88% |
06.05.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 340'000 | 340'000 | 340'583 | 340'583 | 474'587 CHF | 477'993 CHF | 100.00% | 100.00% |
03.05.2024 | 0.70% | 1.41 CHF | 1.42 CHF | 350'000 | 350'000 | 348'968 | 348'968 | 496'026 CHF | 499'516 CHF | 100.00% | 100.00% |
02.05.2024 | 0.71% | 1.44 CHF | 1.45 CHF | 350'000 | 350'000 | 342'895 | 342'895 | 478'151 CHF | 481'580 CHF | 98.51% | 98.51% |