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 | 0.89% | 0.86 CHF | 0.87 CHF | 500'000 | 500'000 | 498'993 | 498'990 | 567'615 CHF | 572'612 CHF | 99.91% | 99.91% |
14.05.2024 | 0.70% | 1.32 CHF | 1.33 CHF | 500'000 | 498'000 | 499'910 | 499'908 | 709'584 CHF | 714'582 CHF | 99.97% | 99.97% |
13.05.2024 | 0.70% | 1.40 CHF | 1.41 CHF | 500'000 | 500'000 | 500'000 | 499'994 | 708'787 CHF | 713'779 CHF | 100.00% | 100.00% |
10.05.2024 | 0.69% | 1.53 CHF | 1.54 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 723'436 CHF | 728'436 CHF | 100.00% | 100.00% |
08.05.2024 | 0.61% | 1.60 CHF | 1.61 CHF | 500'000 | 500'000 | 499'909 | 499'912 | 822'707 CHF | 827'712 CHF | 96.64% | 96.64% |
07.05.2024 | 0.61% | 1.51 CHF | 1.52 CHF | 500'000 | 500'000 | 499'659 | 499'651 | 813'645 CHF | 818'631 CHF | 98.40% | 98.40% |
06.05.2024 | 0.53% | 1.79 CHF | 1.80 CHF | 500'000 | 500'000 | 500'000 | 499'971 | 934'928 CHF | 939'874 CHF | 100.00% | 100.00% |
03.05.2024 | 0.44% | 2.12 CHF | 2.13 CHF | 500'000 | 500'000 | 500'000 | 499'998 | 1'140'930 CHF | 1'145'920 CHF | 99.79% | 99.79% |
02.05.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'379'830 CHF | 1'384'830 CHF | 99.58% | 99.58% |
30.04.2024 | 0.45% | 2.43 CHF | 2.44 CHF | 500'000 | 500'000 | 499'612 | 499'612 | 1'114'370 CHF | 1'119'370 CHF | 100.00% | 100.00% |