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 | - | 0.17 CHF | - CHF | 750'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 65.65% |
14.05.2024 | 2.84% | 0.31 CHF | 0.32 CHF | 750'000 | 750'000 | 749'895 | 749'891 | 261'570 CHF | 269'069 CHF | 99.85% | 99.85% |
13.05.2024 | 3.50% | 0.28 CHF | 0.29 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 212'658 CHF | 220'158 CHF | 100.00% | 100.00% |
10.05.2024 | 5.57% | 0.24 CHF | 0.25 CHF | 750'000 | 750'000 | 750'000 | 749'994 | 135'783 CHF | 143'282 CHF | 72.88% | 99.95% |
08.05.2024 | 1.33% | 0.78 CHF | 0.79 CHF | 750'000 | 750'000 | 749'904 | 749'904 | 564'884 CHF | 572'384 CHF | 99.45% | 99.45% |
07.05.2024 | 0.90% | 0.85 CHF | 0.86 CHF | 750'000 | 750'000 | 749'514 | 749'514 | 836'537 CHF | 844'037 CHF | 100.00% | 100.00% |
06.05.2024 | 0.69% | 1.38 CHF | 1.39 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 1'093'380 CHF | 1'100'880 CHF | 99.72% | 99.72% |
03.05.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 750'000 | 750'000 | 750'000 | 749'987 | 1'299'260 CHF | 1'306'740 CHF | 99.42% | 99.42% |
02.05.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 1'374'920 CHF | 1'382'420 CHF | 99.63% | 99.63% |
30.04.2024 | 0.61% | 1.86 CHF | 1.87 CHF | 750'000 | 750'000 | 749'410 | 749'410 | 1'220'560 CHF | 1'228'060 CHF | 100.00% | 100.00% |