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 | 0.61% | 1.66 CHF | 1.67 CHF | 360'000 | 360'000 | 351'653 | 351'653 | 571'397 CHF | 574'916 CHF | 100.00% | 100.00% |
15.05.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 350'000 | 350'000 | 348'421 | 348'421 | 559'357 CHF | 562'849 CHF | 100.00% | 100.00% |
14.05.2024 | 0.65% | 1.59 CHF | 1.60 CHF | 350'000 | 350'000 | 342'635 | 342'635 | 528'510 CHF | 531'938 CHF | 99.99% | 99.99% |
13.05.2024 | 0.63% | 1.56 CHF | 1.57 CHF | 350'000 | 350'000 | 348'557 | 348'557 | 549'168 CHF | 552'654 CHF | 99.82% | 99.82% |
10.05.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 350'000 | 350'000 | 348'557 | 348'557 | 557'391 CHF | 560'876 CHF | 100.00% | 100.00% |
08.05.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 360'000 | 360'000 | 358'426 | 358'426 | 593'889 CHF | 597'474 CHF | 98.93% | 98.93% |
07.05.2024 | 0.60% | 1.64 CHF | 1.65 CHF | 360'000 | 360'000 | 358'228 | 358'228 | 599'639 CHF | 603'224 CHF | 99.88% | 99.88% |
06.05.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 370'000 | 370'000 | 362'298 | 362'298 | 610'144 CHF | 613'767 CHF | 100.00% | 100.00% |
03.05.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 370'000 | 370'000 | 364'923 | 364'923 | 617'544 CHF | 621'194 CHF | 99.97% | 99.97% |
02.05.2024 | 0.60% | 1.69 CHF | 1.70 CHF | 360'000 | 360'000 | 358'492 | 358'492 | 592'637 CHF | 596'222 CHF | 98.53% | 98.53% |