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 | 0.55% | 1.87 CHF | 1.88 CHF | 360'000 | 360'000 | 351'653 | 351'653 | 642'836 CHF | 646'355 CHF | 100.00% | 100.00% |
15.05.2024 | 0.55% | 1.79 CHF | 1.80 CHF | 350'000 | 350'000 | 348'465 | 348'465 | 630'178 CHF | 633'670 CHF | 100.00% | 100.00% |
14.05.2024 | 0.57% | 1.80 CHF | 1.81 CHF | 350'000 | 350'000 | 342'634 | 342'634 | 597'958 CHF | 601'386 CHF | 99.99% | 99.99% |
13.05.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 350'000 | 350'000 | 348'557 | 348'557 | 619'681 CHF | 623'167 CHF | 99.83% | 99.83% |
10.05.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 350'000 | 350'000 | 348'557 | 348'557 | 627'945 CHF | 631'430 CHF | 100.00% | 100.00% |
08.05.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 360'000 | 360'000 | 358'426 | 358'426 | 666'123 CHF | 669'708 CHF | 98.93% | 98.93% |
07.05.2024 | 0.53% | 1.85 CHF | 1.86 CHF | 360'000 | 360'000 | 358'228 | 358'228 | 672'133 CHF | 675'718 CHF | 99.88% | 99.88% |
06.05.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 370'000 | 370'000 | 362'298 | 362'298 | 683'320 CHF | 686'943 CHF | 100.00% | 100.00% |
03.05.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 370'000 | 370'000 | 364'922 | 364'922 | 690'840 CHF | 694'489 CHF | 99.98% | 99.98% |
02.05.2024 | 0.54% | 1.89 CHF | 1.90 CHF | 360'000 | 360'000 | 358'494 | 358'494 | 664'685 CHF | 668'270 CHF | 98.55% | 98.55% |