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 | 0.57% | 1.73 CHF | 1.74 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 869'115 CHF | 874'115 CHF | 99.54% | 99.54% |
15.05.2024 | 0.53% | 1.83 CHF | 1.84 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 933'273 CHF | 938'273 CHF | 99.52% | 99.52% |
14.05.2024 | 0.55% | 1.84 CHF | 1.85 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 907'942 CHF | 912'942 CHF | 99.46% | 99.46% |
13.05.2024 | 0.59% | 1.74 CHF | 1.75 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 847'436 CHF | 852'436 CHF | 99.53% | 99.53% |
10.05.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 856'296 CHF | 861'296 CHF | 98.23% | 98.23% |
08.05.2024 | 0.56% | 1.73 CHF | 1.74 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 885'946 CHF | 890'946 CHF | 97.52% | 97.52% |
07.05.2024 | 0.55% | 1.87 CHF | 1.88 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 913'385 CHF | 918'385 CHF | 97.83% | 97.83% |
06.05.2024 | 0.56% | 1.76 CHF | 1.77 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 887'163 CHF | 892'163 CHF | 99.19% | 99.19% |
03.05.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 840'950 CHF | 845'950 CHF | 99.39% | 99.39% |
02.05.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 824'000 CHF | 829'000 CHF | 99.50% | 99.50% |