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 | 0.65% | 1.66 CHF | 1.67 CHF | 300'000 | 300'000 | 299'234 | 299'234 | 462'201 CHF | 465'201 CHF | 99.90% | 99.90% |
14.05.2024 | 0.73% | 1.44 CHF | 1.45 CHF | 300'000 | 300'000 | 299'783 | 299'783 | 410'794 CHF | 413'794 CHF | 99.80% | 99.80% |
13.05.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 409'987 CHF | 412'987 CHF | 100.00% | 100.00% |
10.05.2024 | 0.78% | 1.32 CHF | 1.33 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 382'404 CHF | 385'404 CHF | 100.00% | 100.00% |
08.05.2024 | 1.02% | 1.00 CHF | 1.01 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 292'244 CHF | 295'244 CHF | 99.77% | 99.77% |
07.05.2024 | 1.32% | 0.87 CHF | 0.88 CHF | 300'000 | 300'000 | 299'846 | 299'846 | 226'551 CHF | 229'551 CHF | 96.15% | 96.15% |
06.05.2024 | 1.92% | 0.49 CHF | 0.50 CHF | 300'000 | 300'000 | 299'999 | 300'000 | 156'086 CHF | 159'087 CHF | 100.00% | 100.00% |
03.05.2024 | 2.62% | 0.39 CHF | 0.40 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 114'342 CHF | 117'342 CHF | 99.87% | 99.87% |
02.05.2024 | 2.89% | 0.26 CHF | 0.27 CHF | 300'000 | 300'000 | 299'986 | 300'000 | 104'456 CHF | 107'461 CHF | 99.55% | 99.55% |
30.04.2024 | 2.15% | 0.39 CHF | 0.40 CHF | 300'000 | 300'000 | 299'882 | 299'789 | 138'480 CHF | 141'436 CHF | 100.00% | 100.00% |