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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 1.24% | 0.86 CHF | 0.87 CHF | 500'000 | 500'000 | 499'095 | 499'095 | 403'342 CHF | 408'342 CHF | 99.30% | 99.30% |
14.05.2024 | 1.36% | 0.76 CHF | 0.77 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 364'509 CHF | 369'509 CHF | 99.80% | 99.80% |
13.05.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 362'947 CHF | 367'947 CHF | 99.23% | 99.23% |
10.05.2024 | 1.45% | 0.71 CHF | 0.72 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 341'968 CHF | 346'968 CHF | 100.00% | 100.00% |
08.05.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 273'431 CHF | 278'431 CHF | 96.89% | 96.89% |
07.05.2024 | 2.16% | 0.50 CHF | 0.51 CHF | 500'000 | 500'000 | 499'698 | 499'698 | 228'996 CHF | 233'996 CHF | 99.46% | 99.46% |
06.05.2024 | 2.57% | 0.38 CHF | 0.39 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 192'567 CHF | 197'567 CHF | 100.00% | 100.00% |
03.05.2024 | 2.80% | 0.35 CHF | 0.36 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 175'924 CHF | 180'924 CHF | 99.90% | 99.90% |
02.05.2024 | 2.80% | 0.33 CHF | 0.34 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 176'347 CHF | 181'347 CHF | 99.55% | 99.55% |
30.04.2024 | 2.53% | 0.37 CHF | 0.38 CHF | 500'000 | 500'000 | 499'737 | 499'737 | 195'390 CHF | 200'390 CHF | 100.00% | 100.00% |