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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.78% | 1.22 CHF | 1.23 CHF | 520'000 | 520'000 | 520'000 | 520'000 | 664'034 CHF | 669'234 CHF | 98.66% | 98.66% |
22.05.2024 | 0.82% | 1.25 CHF | 1.26 CHF | 520'000 | 520'000 | 520'000 | 520'000 | 635'584 CHF | 640'784 CHF | 100.00% | 100.00% |
21.05.2024 | 0.80% | 1.32 CHF | 1.33 CHF | 520'000 | 520'000 | 519'507 | 519'507 | 649'174 CHF | 654'374 CHF | 100.00% | 100.00% |
17.05.2024 | 0.80% | 1.33 CHF | 1.34 CHF | 540'000 | 540'000 | 540'000 | 540'000 | 675'989 CHF | 681'389 CHF | 100.00% | 100.00% |
16.05.2024 | 0.66% | 1.34 CHF | 1.35 CHF | 520'000 | 520'000 | 519'277 | 519'277 | 783'450 CHF | 788'650 CHF | 100.00% | 100.00% |
15.05.2024 | 0.75% | 1.67 CHF | 1.68 CHF | 550'000 | 550'000 | 528'585 | 528'585 | 827'664 CHF | 833'075 CHF | 99.52% | 99.52% |
14.05.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 550'000 | 550'000 | 550'000 | 550'000 | 769'778 CHF | 775'278 CHF | 99.82% | 99.82% |
13.05.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 560'000 | 560'000 | 560'000 | 560'000 | 817'395 CHF | 822'995 CHF | 100.00% | 100.00% |
10.05.2024 | 0.64% | 1.51 CHF | 1.52 CHF | 570'000 | 570'000 | 570'000 | 570'000 | 894'057 CHF | 899'757 CHF | 100.00% | 100.00% |
08.05.2024 | 0.91% | 1.07 CHF | 1.08 CHF | 630'000 | 630'000 | 629'897 | 629'897 | 690'943 CHF | 697'243 CHF | 99.41% | 99.41% |