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 | 0.52% | 1.92 CHF | 1.93 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 952'903 CHF | 957'903 CHF | 99.52% | 99.52% |
22.05.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 973'354 CHF | 978'354 CHF | 97.33% | 97.33% |
21.05.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'007'370 CHF | 1'012'370 CHF | 99.51% | 99.51% |
17.05.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'085'750 CHF | 1'090'750 CHF | 98.90% | 98.90% |
16.05.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'086'890 CHF | 1'091'890 CHF | 99.54% | 99.54% |
15.05.2024 | 0.43% | 2.26 CHF | 2.27 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'150'830 CHF | 1'155'830 CHF | 99.52% | 99.52% |
14.05.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'125'290 CHF | 1'130'290 CHF | 99.47% | 99.47% |
13.05.2024 | 0.47% | 2.18 CHF | 2.19 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'064'310 CHF | 1'069'310 CHF | 99.53% | 99.53% |
10.05.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'072'900 CHF | 1'077'900 CHF | 98.23% | 98.23% |
08.05.2024 | 0.45% | 2.16 CHF | 2.17 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'102'310 CHF | 1'107'310 CHF | 97.52% | 97.52% |