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 | 0.84% | 1.19 CHF | 1.20 CHF | 500'000 | 500'000 | 499'641 | 499'641 | 596'812 CHF | 601'812 CHF | 100.00% | 100.00% |
15.05.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 500'000 | 500'000 | 499'083 | 499'083 | 631'672 CHF | 636'672 CHF | 100.00% | 100.00% |
14.05.2024 | 0.84% | 1.25 CHF | 1.26 CHF | 500'000 | 500'000 | 499'910 | 499'910 | 596'491 CHF | 601'491 CHF | 100.00% | 100.00% |
13.05.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 590'786 CHF | 595'786 CHF | 100.00% | 100.00% |
10.05.2024 | 0.91% | 1.15 CHF | 1.16 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 545'400 CHF | 550'400 CHF | 100.00% | 100.00% |
08.05.2024 | 0.79% | 1.19 CHF | 1.20 CHF | 500'000 | 500'000 | 499'912 | 499'912 | 633'341 CHF | 638'341 CHF | 99.63% | 99.63% |
07.05.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 500'000 | 500'000 | 499'714 | 499'714 | 597'622 CHF | 602'622 CHF | 100.00% | 100.00% |
06.05.2024 | 0.87% | 1.17 CHF | 1.18 CHF | 500'000 | 500'000 | 499'706 | 499'706 | 574'775 CHF | 579'773 CHF | 100.00% | 100.00% |
03.05.2024 | 0.88% | 1.17 CHF | 1.18 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 568'415 CHF | 573'415 CHF | 99.99% | 99.99% |
02.05.2024 | 0.88% | 1.20 CHF | 1.21 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 565'068 CHF | 570'068 CHF | 100.00% | 100.00% |