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 | 4.43% | 0.42 CHF | 0.43 CHF | 740'000 | 750'000 | 749'388 | 749'386 | 181'054 CHF | 188'556 CHF | 98.14% | 99.98% |
15.05.2024 | 5.36% | 0.12 CHF | 0.18 CHF | 750'000 | 750'000 | 742'331 | 742'327 | 139'436 CHF | 146'935 CHF | 20.73% | 99.34% |
14.05.2024 | 2.16% | 0.42 CHF | 0.43 CHF | 750'000 | 750'000 | 749'883 | 749'888 | 344'263 CHF | 351'765 CHF | 99.84% | 99.84% |
13.05.2024 | 2.56% | 0.38 CHF | 0.39 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 290'641 CHF | 298'141 CHF | 100.00% | 100.00% |
10.05.2024 | 3.76% | 0.34 CHF | 0.35 CHF | 750'000 | 750'000 | 750'000 | 749'994 | 201'662 CHF | 209'160 CHF | 100.00% | 100.00% |
08.05.2024 | 1.17% | 0.88 CHF | 0.89 CHF | 750'000 | 750'000 | 749'829 | 749'829 | 639'320 CHF | 646'820 CHF | 99.45% | 99.45% |
07.05.2024 | 0.83% | 0.95 CHF | 0.96 CHF | 750'000 | 750'000 | 749'505 | 749'505 | 908'814 CHF | 916'314 CHF | 100.00% | 100.00% |
06.05.2024 | 0.64% | 1.48 CHF | 1.49 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 1'165'470 CHF | 1'172'970 CHF | 99.72% | 99.72% |
03.05.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 1'371'150 CHF | 1'378'650 CHF | 99.44% | 99.44% |
02.05.2024 | 0.52% | 1.95 CHF | 1.96 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 1'446'970 CHF | 1'454'470 CHF | 99.61% | 99.61% |