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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 672'216 CHF | 677'216 CHF | 100.00% | 100.00% |
16.05.2024 | 0.81% | 1.19 CHF | 1.20 CHF | 500'000 | 500'000 | 499'599 | 499'599 | 618'426 CHF | 623'426 CHF | 100.00% | 100.00% |
15.05.2024 | 0.59% | 1.45 CHF | 1.46 CHF | 500'000 | 500'000 | 498'974 | 498'974 | 856'289 CHF | 861'289 CHF | 100.00% | 100.00% |
14.05.2024 | 0.50% | 1.89 CHF | 1.90 CHF | 500'000 | 500'000 | 499'907 | 499'907 | 995'738 CHF | 1'000'740 CHF | 99.81% | 99.81% |
13.05.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 994'463 CHF | 999'463 CHF | 100.00% | 100.00% |
10.05.2024 | 0.49% | 2.10 CHF | 2.11 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'011'650 CHF | 1'016'650 CHF | 99.99% | 99.99% |
08.05.2024 | 0.45% | 2.18 CHF | 2.19 CHF | 500'000 | 500'000 | 499'910 | 499'910 | 1'114'270 CHF | 1'119'270 CHF | 96.62% | 96.62% |
07.05.2024 | 0.45% | 2.08 CHF | 2.09 CHF | 500'000 | 500'000 | 499'659 | 499'659 | 1'099'390 CHF | 1'104'390 CHF | 98.39% | 98.39% |
06.05.2024 | 0.41% | 2.36 CHF | 2.37 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'219'020 CHF | 1'224'020 CHF | 100.00% | 100.00% |
03.05.2024 | 0.35% | 2.69 CHF | 2.70 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'427'930 CHF | 1'432'930 CHF | 99.87% | 99.87% |