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 | 0.59% | 1.67 CHF | 1.68 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 839'496 CHF | 844'496 CHF | 99.54% | 99.54% |
15.05.2024 | 0.55% | 1.77 CHF | 1.78 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 903'695 CHF | 908'695 CHF | 99.51% | 99.51% |
14.05.2024 | 0.57% | 1.78 CHF | 1.79 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 878'372 CHF | 883'372 CHF | 99.42% | 99.42% |
13.05.2024 | 0.61% | 1.68 CHF | 1.69 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 817'944 CHF | 822'944 CHF | 99.53% | 99.53% |
10.05.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 826'834 CHF | 831'834 CHF | 98.23% | 98.23% |
08.05.2024 | 0.58% | 1.67 CHF | 1.68 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 856'521 CHF | 861'521 CHF | 97.52% | 97.52% |
07.05.2024 | 0.56% | 1.81 CHF | 1.82 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 883'962 CHF | 888'962 CHF | 97.83% | 97.83% |
06.05.2024 | 0.58% | 1.70 CHF | 1.71 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 857'792 CHF | 862'792 CHF | 99.19% | 99.19% |
03.05.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 811'624 CHF | 816'624 CHF | 99.44% | 99.44% |
02.05.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 794'630 CHF | 799'630 CHF | 99.50% | 99.50% |