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 | 0.54% | 1.69 CHF | 1.70 CHF | 530'000 | 530'000 | 529'277 | 529'277 | 979'280 CHF | 984'580 CHF | 100.00% | 100.00% |
15.05.2024 | 0.62% | 2.01 CHF | 2.02 CHF | 550'000 | 550'000 | 528'600 | 528'600 | 1'006'730 CHF | 1'012'140 CHF | 99.52% | 99.52% |
14.05.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 550'000 | 550'000 | 550'000 | 550'000 | 954'991 CHF | 960'491 CHF | 99.82% | 99.82% |
13.05.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 550'000 | 550'000 | 550'000 | 550'000 | 985'281 CHF | 990'781 CHF | 100.00% | 100.00% |
10.05.2024 | 0.52% | 1.85 CHF | 1.86 CHF | 560'000 | 560'000 | 560'000 | 560'000 | 1'064'670 CHF | 1'070'270 CHF | 100.00% | 100.00% |
08.05.2024 | 0.71% | 1.38 CHF | 1.39 CHF | 600'000 | 600'000 | 599'911 | 599'911 | 847'312 CHF | 853'312 CHF | 99.41% | 99.41% |
07.05.2024 | 0.90% | 1.33 CHF | 1.34 CHF | 710'000 | 710'000 | 709'355 | 709'355 | 793'148 CHF | 800'248 CHF | 100.00% | 100.00% |
06.05.2024 | 1.15% | 0.92 CHF | 0.93 CHF | 830'000 | 830'000 | 830'000 | 830'000 | 723'021 CHF | 731'321 CHF | 99.74% | 99.74% |
03.05.2024 | 1.41% | 0.71 CHF | 0.72 CHF | 900'000 | 900'000 | 888'677 | 888'677 | 647'140 CHF | 656'103 CHF | 99.27% | 99.27% |
02.05.2024 | 1.43% | 0.69 CHF | 0.70 CHF | 890'000 | 890'000 | 890'000 | 890'000 | 619'695 CHF | 628'595 CHF | 98.85% | 98.85% |