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 | 0.71% | 1.34 CHF | 1.35 CHF | 500'000 | 500'000 | 304'714 | 304'714 | 423'785 CHF | 426'833 CHF | 98.94% | 98.94% |
15.05.2024 | 0.78% | 1.31 CHF | 1.32 CHF | 500'000 | 500'000 | 305'504 | 305'504 | 393'290 CHF | 396'345 CHF | 97.55% | 97.55% |
14.05.2024 | 0.84% | 1.27 CHF | 1.28 CHF | 500'000 | 500'000 | 305'741 | 305'741 | 362'856 CHF | 365'914 CHF | 97.14% | 97.14% |
13.05.2024 | 0.76% | 1.20 CHF | 1.21 CHF | 500'000 | 500'000 | 303'083 | 303'083 | 391'840 CHF | 394'871 CHF | 99.02% | 99.02% |
10.05.2024 | 0.72% | 1.28 CHF | 1.29 CHF | 500'000 | 500'000 | 304'068 | 304'068 | 415'870 CHF | 418'911 CHF | 97.15% | 97.15% |
08.05.2024 | 0.80% | 1.35 CHF | 1.36 CHF | 500'000 | 500'000 | 304'345 | 304'345 | 384'265 CHF | 387'309 CHF | 98.45% | 98.45% |
07.05.2024 | 0.86% | 1.22 CHF | 1.23 CHF | 500'000 | 500'000 | 304'826 | 304'826 | 354'273 CHF | 357'322 CHF | 98.77% | 98.77% |
06.05.2024 | 0.99% | 1.06 CHF | 1.07 CHF | 500'000 | 500'000 | 304'652 | 304'652 | 305'528 CHF | 308'575 CHF | 99.07% | 99.07% |
03.05.2024 | 1.27% | 0.91 CHF | 0.92 CHF | 500'000 | 500'000 | 305'482 | 305'482 | 247'031 CHF | 250'086 CHF | 97.02% | 97.02% |
02.05.2024 | 1.34% | 0.71 CHF | 0.72 CHF | 500'000 | 500'000 | 303'516 | 303'516 | 221'697 CHF | 224'732 CHF | 98.53% | 98.53% |