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 | 0.73% | 1.40 CHF | 1.41 CHF | 445'000 | 445'000 | 199'174 | 199'174 | 279'663 CHF | 281'661 CHF | 100.00% | 100.00% |
15.05.2024 | 0.73% | 1.38 CHF | 1.39 CHF | 450'000 | 450'000 | 199'707 | 199'707 | 278'158 CHF | 280'163 CHF | 100.00% | 100.00% |
14.05.2024 | 0.73% | 1.39 CHF | 1.40 CHF | 445'000 | 445'000 | 199'332 | 199'332 | 277'659 CHF | 279'656 CHF | 100.00% | 100.00% |
13.05.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 445'000 | 445'000 | 197'711 | 197'711 | 282'364 CHF | 284'345 CHF | 100.00% | 100.00% |
10.05.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 440'000 | 440'000 | 195'534 | 195'534 | 286'313 CHF | 288'272 CHF | 100.00% | 100.00% |
08.05.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 440'000 | 440'000 | 194'181 | 194'181 | 279'985 CHF | 281'930 CHF | 98.97% | 98.97% |
07.05.2024 | 0.70% | 1.46 CHF | 1.47 CHF | 435'000 | 435'000 | 196'534 | 196'534 | 285'116 CHF | 287'087 CHF | 99.67% | 99.67% |
06.05.2024 | 0.72% | 1.42 CHF | 1.43 CHF | 445'000 | 445'000 | 199'506 | 199'506 | 280'643 CHF | 282'642 CHF | 100.00% | 100.00% |
03.05.2024 | 0.73% | 1.41 CHF | 1.42 CHF | 445'000 | 445'000 | 198'403 | 198'403 | 278'099 CHF | 280'086 CHF | 99.96% | 99.96% |
02.05.2024 | 0.76% | 1.35 CHF | 1.36 CHF | 450'000 | 450'000 | 202'633 | 202'633 | 270'929 CHF | 272'959 CHF | 99.98% | 99.98% |