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 | 1.57% | 0.54 CHF | 0.55 CHF | 500'000 | 500'000 | 497'916 | 497'910 | 320'075 CHF | 325'072 CHF | 99.75% | 99.75% |
22.05.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 349'215 CHF | 354'215 CHF | 100.00% | 100.00% |
21.05.2024 | 1.34% | 0.76 CHF | 0.77 CHF | 500'000 | 500'000 | 499'585 | 499'585 | 372'241 CHF | 377'241 CHF | 99.94% | 99.94% |
17.05.2024 | 1.26% | 0.76 CHF | 0.77 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 395'190 CHF | 400'190 CHF | 100.00% | 100.00% |
16.05.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 500'000 | 500'000 | 499'599 | 499'599 | 460'475 CHF | 465'475 CHF | 100.00% | 100.00% |
15.05.2024 | 1.18% | 0.94 CHF | 0.95 CHF | 500'000 | 500'000 | 498'999 | 498'999 | 425'114 CHF | 430'114 CHF | 100.00% | 100.00% |
14.05.2024 | 1.31% | 0.71 CHF | 0.72 CHF | 500'000 | 500'000 | 499'837 | 499'837 | 378'619 CHF | 383'619 CHF | 99.91% | 99.91% |
13.05.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 500'000 | 500'000 | 500'000 | 499'995 | 393'077 CHF | 398'073 CHF | 100.00% | 100.00% |
10.05.2024 | 1.20% | 0.76 CHF | 0.77 CHF | 500'000 | 500'000 | 500'000 | 499'923 | 414'068 CHF | 419'006 CHF | 100.00% | 100.00% |
08.05.2024 | 1.11% | 0.88 CHF | 0.89 CHF | 500'000 | 500'000 | 499'904 | 499'904 | 449'724 CHF | 454'724 CHF | 99.77% | 99.77% |