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 | 0.61% | 1.76 CHF | 1.77 CHF | 300'000 | 300'000 | 299'243 | 299'243 | 491'303 CHF | 494'303 CHF | 99.90% | 99.90% |
14.05.2024 | 0.68% | 1.54 CHF | 1.55 CHF | 300'000 | 300'000 | 299'790 | 299'790 | 440'014 CHF | 443'014 CHF | 99.77% | 99.77% |
13.05.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 439'126 CHF | 442'126 CHF | 100.00% | 100.00% |
10.05.2024 | 0.73% | 1.42 CHF | 1.43 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 411'752 CHF | 414'752 CHF | 100.00% | 100.00% |
08.05.2024 | 0.93% | 1.10 CHF | 1.11 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 321'705 CHF | 324'705 CHF | 99.77% | 99.77% |
07.05.2024 | 1.17% | 0.97 CHF | 0.98 CHF | 300'000 | 300'000 | 299'839 | 299'839 | 255'967 CHF | 258'967 CHF | 96.14% | 96.14% |
06.05.2024 | 1.62% | 0.59 CHF | 0.60 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 184'926 CHF | 187'926 CHF | 100.00% | 100.00% |
03.05.2024 | 2.10% | 0.48 CHF | 0.49 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 142'330 CHF | 145'330 CHF | 99.90% | 99.90% |
02.05.2024 | 2.27% | 0.36 CHF | 0.37 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 132'350 CHF | 135'350 CHF | 99.62% | 99.62% |
30.04.2024 | 1.79% | 0.48 CHF | 0.49 CHF | 300'000 | 300'000 | 299'890 | 299'890 | 167'042 CHF | 170'042 CHF | 99.98% | 99.98% |