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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.61% | 1.57 CHF | 1.58 CHF | 274'300 | 274'300 | 283'086 | 283'086 | 459'437 CHF | 462'269 CHF | 99.39% | 99.39% |
22.05.2024 | 0.61% | 1.61 CHF | 1.62 CHF | 289'200 | 289'200 | 272'031 | 272'031 | 441'662 CHF | 444'382 CHF | 100.00% | 100.00% |
21.05.2024 | 0.58% | 1.70 CHF | 1.71 CHF | 260'600 | 260'600 | 263'154 | 263'154 | 450'539 CHF | 453'171 CHF | 98.98% | 98.98% |
17.05.2024 | 0.60% | 1.75 CHF | 1.76 CHF | 273'900 | 273'900 | 265'696 | 265'696 | 443'410 CHF | 446'067 CHF | 100.00% | 100.00% |
16.05.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 260'200 | 260'200 | 273'177 | 273'177 | 473'775 CHF | 476'509 CHF | 100.00% | 100.00% |
15.05.2024 | 0.62% | 1.73 CHF | 1.74 CHF | 282'400 | 282'400 | 293'817 | 293'817 | 476'238 CHF | 479'184 CHF | 99.61% | 99.61% |
14.05.2024 | 0.67% | 1.58 CHF | 1.59 CHF | 302'700 | 302'700 | 304'084 | 304'084 | 454'373 CHF | 457'414 CHF | 99.32% | 99.32% |
13.05.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 305'000 | 305'000 | 308'782 | 308'782 | 451'607 CHF | 454'695 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 1.40 CHF | 1.41 CHF | 311'400 | 311'400 | 332'258 | 332'258 | 475'613 CHF | 478'936 CHF | 99.61% | 99.61% |
08.05.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 332'800 | 332'800 | 322'926 | 322'926 | 435'009 CHF | 438'238 CHF | 98.95% | 98.95% |