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 | 0.52% | 1.97 CHF | 1.98 CHF | 360'000 | 360'000 | 351'654 | 351'654 | 678'662 CHF | 682'182 CHF | 100.00% | 100.00% |
15.05.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 350'000 | 350'000 | 348'454 | 348'454 | 665'579 CHF | 669'071 CHF | 100.00% | 100.00% |
14.05.2024 | 0.54% | 1.90 CHF | 1.91 CHF | 350'000 | 350'000 | 342'635 | 342'635 | 632'805 CHF | 636'232 CHF | 99.97% | 99.97% |
13.05.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 350'000 | 350'000 | 348'557 | 348'557 | 655'009 CHF | 658'495 CHF | 99.86% | 99.86% |
10.05.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 350'000 | 350'000 | 348'557 | 348'557 | 663'251 CHF | 666'736 CHF | 100.00% | 100.00% |
08.05.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 360'000 | 360'000 | 358'425 | 358'425 | 702'350 CHF | 705'935 CHF | 98.93% | 98.93% |
07.05.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 360'000 | 360'000 | 358'225 | 358'225 | 708'750 CHF | 712'336 CHF | 99.88% | 99.88% |
06.05.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 370'000 | 370'000 | 362'298 | 362'298 | 720'172 CHF | 723'795 CHF | 100.00% | 100.00% |
03.05.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 370'000 | 370'000 | 364'922 | 364'922 | 727'866 CHF | 731'516 CHF | 99.99% | 99.99% |
02.05.2024 | 0.51% | 1.99 CHF | 2.00 CHF | 360'000 | 360'000 | 358'494 | 358'494 | 701'079 CHF | 704'664 CHF | 98.58% | 98.58% |