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 | 0.56% | 1.91 CHF | 1.92 CHF | 300'000 | 300'000 | 299'370 | 299'370 | 537'549 CHF | 540'549 CHF | 99.89% | 99.89% |
14.05.2024 | 0.62% | 1.69 CHF | 1.70 CHF | 300'000 | 300'000 | 299'966 | 299'966 | 486'445 CHF | 489'445 CHF | 99.78% | 99.78% |
13.05.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 486'379 CHF | 489'379 CHF | 100.00% | 100.00% |
10.05.2024 | 0.64% | 1.59 CHF | 1.60 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 466'067 CHF | 469'067 CHF | 100.00% | 100.00% |
08.05.2024 | 0.79% | 1.29 CHF | 1.30 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 378'836 CHF | 381'836 CHF | 99.77% | 99.77% |
07.05.2024 | 0.96% | 1.16 CHF | 1.17 CHF | 300'000 | 300'000 | 299'798 | 299'798 | 313'437 CHF | 316'437 CHF | 96.15% | 96.15% |
06.05.2024 | 1.23% | 0.78 CHF | 0.79 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 242'637 CHF | 245'637 CHF | 100.00% | 100.00% |
03.05.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 199'197 CHF | 202'197 CHF | 99.89% | 99.89% |
02.05.2024 | 1.59% | 0.54 CHF | 0.55 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 188'823 CHF | 191'823 CHF | 99.57% | 99.57% |
30.04.2024 | 1.34% | 0.67 CHF | 0.68 CHF | 300'000 | 300'000 | 299'843 | 299'843 | 223'377 CHF | 226'377 CHF | 100.00% | 100.00% |