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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.74% | 1.38 CHF | 1.39 CHF | 287'300 | 287'300 | 99'046 | 99'046 | 136'163 CHF | 137'156 CHF | 99.99% | 99.99% |
14.05.2024 | 0.74% | 1.37 CHF | 1.38 CHF | 294'400 | 294'400 | 101'987 | 101'987 | 139'950 CHF | 140'971 CHF | 100.00% | 100.00% |
13.05.2024 | 0.71% | 1.43 CHF | 1.44 CHF | 281'300 | 281'300 | 97'436 | 97'436 | 139'597 CHF | 140'572 CHF | 100.00% | 100.00% |
10.05.2024 | 0.73% | 1.45 CHF | 1.46 CHF | 284'300 | 284'300 | 97'154 | 97'154 | 135'187 CHF | 136'160 CHF | 100.00% | 100.00% |
08.05.2024 | 0.69% | 1.38 CHF | 1.39 CHF | 270'700 | 270'700 | 91'137 | 91'137 | 131'195 CHF | 132'108 CHF | 98.99% | 98.99% |
07.05.2024 | 0.65% | 1.50 CHF | 1.51 CHF | 250'700 | 250'700 | 90'912 | 90'912 | 142'284 CHF | 143'195 CHF | 97.82% | 97.82% |
06.05.2024 | 0.58% | 1.64 CHF | 1.65 CHF | 222'100 | 222'100 | 77'992 | 77'992 | 133'942 CHF | 134'722 CHF | 100.00% | 100.00% |
03.05.2024 | 0.52% | 1.85 CHF | 1.86 CHF | 202'000 | 202'000 | 69'372 | 69'372 | 132'014 CHF | 132'708 CHF | 99.97% | 99.97% |
02.05.2024 | 0.47% | 2.04 CHF | 2.05 CHF | 178'100 | 178'100 | 62'508 | 62'508 | 132'423 CHF | 133'049 CHF | 99.98% | 99.98% |
30.04.2024 | 0.48% | 2.21 CHF | 2.22 CHF | 197'400 | 197'400 | 67'062 | 67'062 | 143'197 CHF | 143'869 CHF | 99.99% | 99.99% |