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 | 1.79% | 0.50 CHF | 0.51 CHF | 450'000 | 450'000 | 449'617 | 449'617 | 249'801 CHF | 254'301 CHF | 100.00% | 100.00% |
15.05.2024 | 1.24% | 0.65 CHF | 0.66 CHF | 450'000 | 450'000 | 448'834 | 448'834 | 364'611 CHF | 369'112 CHF | 97.88% | 100.00% |
14.05.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 450'000 | 450'000 | 449'669 | 449'669 | 422'840 CHF | 427'340 CHF | 99.69% | 99.69% |
13.05.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 379'377 CHF | 383'877 CHF | 100.00% | 100.00% |
10.05.2024 | 1.12% | 0.92 CHF | 0.93 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 399'048 CHF | 403'548 CHF | 100.00% | 100.00% |
08.05.2024 | 0.70% | 1.36 CHF | 1.37 CHF | 450'000 | 450'000 | 449'977 | 449'977 | 637'316 CHF | 641'816 CHF | 99.67% | 99.67% |
07.05.2024 | 0.71% | 1.36 CHF | 1.37 CHF | 450'000 | 450'000 | 449'904 | 449'904 | 629'444 CHF | 633'944 CHF | 99.52% | 99.52% |
06.05.2024 | 0.67% | 1.54 CHF | 1.55 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 670'319 CHF | 674'819 CHF | 100.00% | 100.00% |
03.05.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 759'631 CHF | 764'131 CHF | 99.73% | 99.73% |
02.05.2024 | 0.47% | 2.08 CHF | 2.09 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 964'389 CHF | 968'889 CHF | 99.61% | 99.61% |