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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 0.69% | 1.49 CHF | 1.50 CHF | 230'000 | 230'000 | 227'596 | 227'596 | 336'670 CHF | 338'949 CHF | 96.25% | 96.25% |
21.05.2024 | 0.68% | 1.50 CHF | 1.51 CHF | 230'000 | 230'000 | 227'646 | 227'646 | 338'667 CHF | 340'948 CHF | 94.64% | 94.64% |
17.05.2024 | 0.73% | 1.42 CHF | 1.43 CHF | 230'000 | 230'000 | 232'384 | 232'384 | 325'025 CHF | 327'354 CHF | 94.27% | 94.27% |
16.05.2024 | 0.73% | 1.41 CHF | 1.42 CHF | 240'000 | 240'000 | 235'240 | 235'240 | 329'961 CHF | 332'319 CHF | 93.90% | 93.90% |
15.05.2024 | 0.75% | 1.38 CHF | 1.39 CHF | 240'000 | 240'000 | 237'031 | 237'031 | 321'208 CHF | 323'586 CHF | 95.95% | 95.95% |
14.05.2024 | 0.75% | 1.35 CHF | 1.36 CHF | 240'000 | 240'000 | 237'635 | 237'635 | 322'519 CHF | 324'899 CHF | 92.99% | 92.99% |
13.05.2024 | 0.74% | 1.38 CHF | 1.39 CHF | 240'000 | 240'000 | 237'526 | 237'526 | 328'281 CHF | 330'659 CHF | 97.57% | 97.57% |
10.05.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 240'000 | 240'000 | 237'852 | 237'852 | 329'064 CHF | 331'445 CHF | 94.50% | 94.50% |
08.05.2024 | 0.74% | 1.37 CHF | 1.38 CHF | 240'000 | 240'000 | 237'334 | 237'334 | 325'758 CHF | 328'135 CHF | 93.08% | 93.08% |
07.05.2024 | 0.79% | 1.33 CHF | 1.34 CHF | 240'000 | 240'000 | 240'177 | 240'177 | 308'880 CHF | 311'287 CHF | 93.88% | 93.88% |