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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.67% | 1.55 CHF | 1.56 CHF | 500'000 | 500'000 | 499'911 | 499'911 | 742'084 CHF | 747'084 CHF | 100.00% | 100.00% |
13.05.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 736'219 CHF | 741'219 CHF | 100.00% | 100.00% |
10.05.2024 | 0.72% | 1.44 CHF | 1.45 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 690'879 CHF | 695'879 CHF | 100.00% | 100.00% |
08.05.2024 | 0.64% | 1.48 CHF | 1.49 CHF | 500'000 | 500'000 | 499'916 | 499'916 | 779'062 CHF | 784'062 CHF | 99.63% | 99.63% |
07.05.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 500'000 | 500'000 | 499'712 | 499'712 | 743'247 CHF | 748'247 CHF | 100.00% | 100.00% |
06.05.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 500'000 | 500'000 | 499'706 | 499'706 | 719'309 CHF | 724'307 CHF | 100.00% | 100.00% |
03.05.2024 | 0.70% | 1.46 CHF | 1.47 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 713'846 CHF | 718'846 CHF | 99.98% | 99.98% |
02.05.2024 | 0.70% | 1.50 CHF | 1.51 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 711'538 CHF | 716'538 CHF | 99.98% | 99.98% |
30.04.2024 | 0.88% | 1.21 CHF | 1.22 CHF | 500'000 | 500'000 | 499'791 | 499'791 | 568'173 CHF | 573'173 CHF | 100.00% | 100.00% |
29.04.2024 | 0.92% | 1.12 CHF | 1.13 CHF | 500'000 | 500'000 | 499'912 | 499'912 | 538'808 CHF | 543'808 CHF | 100.00% | 100.00% |