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 | 0.96% | 1.06 CHF | 1.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 518'516 CHF | 104'703 CHF | 99.11% | 99.11% |
14.05.2024 | 1.04% | 1.00 CHF | 1.01 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 477'056 CHF | 96'411 CHF | 99.36% | 99.36% |
13.05.2024 | 1.03% | 0.95 CHF | 0.96 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 481'392 CHF | 97'278 CHF | 98.56% | 98.56% |
10.05.2024 | 1.16% | 0.90 CHF | 0.91 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 428'962 CHF | 86'792 CHF | 99.37% | 99.37% |
08.05.2024 | 1.21% | 0.80 CHF | 0.81 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 411'423 CHF | 83'285 CHF | 99.37% | 99.37% |
07.05.2024 | 1.04% | 0.93 CHF | 0.94 CHF | 500'000 | 100'000 | 499'991 | 100'000 | 478'424 CHF | 96'687 CHF | 99.37% | 99.37% |
06.05.2024 | 2.01% | 0.52 CHF | 0.53 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 246'283 CHF | 50'257 CHF | 99.37% | 99.37% |
03.05.2024 | 2.30% | 0.45 CHF | 0.46 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 215'152 CHF | 44'030 CHF | 99.18% | 99.18% |
02.05.2024 | 2.46% | 0.39 CHF | 0.40 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 200'598 CHF | 41'120 CHF | 99.38% | 99.38% |
30.04.2024 | 2.29% | 0.39 CHF | 0.40 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 216'428 CHF | 44'286 CHF | 99.37% | 99.37% |