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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 0.59% | 1.64 CHF | 1.65 CHF | 500'000 | 500'000 | 499'913 | 499'913 | 842'559 CHF | 847'559 CHF | 96.64% | 96.64% |
07.05.2024 | 0.60% | 1.54 CHF | 1.55 CHF | 500'000 | 500'000 | 499'573 | 499'573 | 828'204 CHF | 833'204 CHF | 98.43% | 98.43% |
06.05.2024 | 0.53% | 1.82 CHF | 1.83 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 947'592 CHF | 952'592 CHF | 100.00% | 100.00% |
03.05.2024 | 0.44% | 2.15 CHF | 2.16 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'152'510 CHF | 1'157'510 CHF | 99.82% | 99.82% |
02.05.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'396'300 CHF | 1'401'300 CHF | 99.58% | 99.58% |
30.04.2024 | 0.44% | 2.46 CHF | 2.47 CHF | 500'000 | 500'000 | 499'619 | 499'619 | 1'127'190 CHF | 1'132'190 CHF | 99.95% | 99.95% |
29.04.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 500'000 | 500'000 | 499'913 | 499'913 | 1'104'330 CHF | 1'109'330 CHF | 99.61% | 99.61% |
26.04.2024 | 0.41% | 2.33 CHF | 2.34 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'232'430 CHF | 1'237'430 CHF | 99.15% | 99.15% |
25.04.2024 | 0.33% | 3.12 CHF | 3.13 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'517'320 CHF | 1'522'320 CHF | 100.00% | 100.00% |
24.04.2024 | 0.39% | 2.66 CHF | 2.67 CHF | 500'000 | 500'000 | 499'866 | 499'866 | 1'279'240 CHF | 1'284'240 CHF | 98.73% | 98.73% |