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 | 0.66% | 1.56 CHF | 1.57 CHF | 360'000 | 360'000 | 351'652 | 351'652 | 535'795 CHF | 539'314 CHF | 100.00% | 100.00% |
15.05.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 350'000 | 350'000 | 348'459 | 348'459 | 524'214 CHF | 527'706 CHF | 100.00% | 100.00% |
14.05.2024 | 0.69% | 1.49 CHF | 1.50 CHF | 350'000 | 350'000 | 342'637 | 342'637 | 493'869 CHF | 497'296 CHF | 100.00% | 100.00% |
13.05.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 350'000 | 350'000 | 348'555 | 348'555 | 514'091 CHF | 517'577 CHF | 99.82% | 99.82% |
10.05.2024 | 0.67% | 1.51 CHF | 1.52 CHF | 350'000 | 350'000 | 348'557 | 348'557 | 522'293 CHF | 525'779 CHF | 100.00% | 100.00% |
08.05.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 360'000 | 360'000 | 358'421 | 358'421 | 557'818 CHF | 561'403 CHF | 98.93% | 98.93% |
07.05.2024 | 0.63% | 1.54 CHF | 1.55 CHF | 360'000 | 360'000 | 358'228 | 358'228 | 563'608 CHF | 567'194 CHF | 99.88% | 99.88% |
06.05.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 370'000 | 370'000 | 362'298 | 362'298 | 573'807 CHF | 577'430 CHF | 100.00% | 100.00% |
03.05.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 370'000 | 370'000 | 364'922 | 364'922 | 580'489 CHF | 584'139 CHF | 99.98% | 99.98% |
02.05.2024 | 0.64% | 1.58 CHF | 1.59 CHF | 360'000 | 360'000 | 358'493 | 358'493 | 556'256 CHF | 559'841 CHF | 98.54% | 98.54% |