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 | 0.45% | 2.27 CHF | 2.28 CHF | 360'000 | 360'000 | 351'653 | 351'653 | 785'700 CHF | 789'220 CHF | 100.00% | 100.00% |
15.05.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 350'000 | 350'000 | 348'460 | 348'460 | 771'582 CHF | 775'074 CHF | 100.00% | 100.00% |
14.05.2024 | 0.46% | 2.20 CHF | 2.21 CHF | 350'000 | 350'000 | 342'637 | 342'637 | 736'930 CHF | 740'358 CHF | 100.00% | 100.00% |
13.05.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 350'000 | 350'000 | 348'557 | 348'557 | 760'801 CHF | 764'286 CHF | 99.85% | 99.85% |
10.05.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 350'000 | 350'000 | 348'558 | 348'558 | 768'736 CHF | 772'221 CHF | 100.00% | 100.00% |
08.05.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 360'000 | 360'000 | 358'426 | 358'426 | 811'035 CHF | 814'620 CHF | 98.93% | 98.93% |
07.05.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 360'000 | 360'000 | 358'230 | 358'230 | 817'135 CHF | 820'720 CHF | 99.88% | 99.88% |
06.05.2024 | 0.44% | 2.30 CHF | 2.31 CHF | 370'000 | 370'000 | 362'298 | 362'298 | 829'741 CHF | 833'364 CHF | 100.00% | 100.00% |
03.05.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 370'000 | 370'000 | 364'925 | 364'925 | 838'464 CHF | 842'113 CHF | 99.97% | 99.97% |
02.05.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 360'000 | 360'000 | 358'494 | 358'494 | 809'495 CHF | 813'080 CHF | 98.57% | 98.57% |