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 | 0.48% | 2.16 CHF | 2.17 CHF | 230'000 | 230'000 | 229'225 | 229'225 | 478'451 CHF | 480'750 CHF | 98.48% | 98.48% |
15.05.2024 | 0.61% | 1.95 CHF | 1.96 CHF | 250'000 | 250'000 | 239'679 | 239'679 | 431'861 CHF | 434'328 CHF | 100.00% | 100.00% |
14.05.2024 | 0.90% | 1.70 CHF | 1.71 CHF | 260'000 | 260'000 | 196'417 | 196'417 | 323'818 CHF | 326'416 CHF | 100.00% | 100.00% |
13.05.2024 | 0.61% | 1.66 CHF | 1.67 CHF | 270'000 | 270'000 | 269'503 | 269'503 | 443'001 CHF | 445'699 CHF | 100.00% | 100.00% |
10.05.2024 | 0.61% | 1.58 CHF | 1.59 CHF | 270'000 | 270'000 | 269'504 | 269'504 | 442'288 CHF | 444'987 CHF | 100.00% | 100.00% |
08.05.2024 | 0.65% | 1.60 CHF | 1.61 CHF | 270'000 | 270'000 | 267'382 | 267'382 | 417'869 CHF | 420'568 CHF | 93.33% | 93.33% |
07.05.2024 | 0.63% | 1.66 CHF | 1.67 CHF | 270'000 | 270'000 | 269'223 | 269'223 | 432'024 CHF | 434'722 CHF | 99.44% | 99.44% |
06.05.2024 | 0.68% | 1.51 CHF | 1.52 CHF | 300'000 | 300'000 | 299'451 | 299'451 | 440'832 CHF | 443'830 CHF | 100.00% | 100.00% |
03.05.2024 | 1.01% | 1.35 CHF | 1.36 CHF | 300'000 | 300'000 | 263'542 | 263'542 | 335'214 CHF | 338'092 CHF | 99.99% | 99.99% |
02.05.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 300'000 | 300'000 | 299'431 | 299'431 | 328'956 CHF | 331'954 CHF | 99.28% | 99.28% |