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 | 0.96% | 1.33 CHF | 1.34 CHF | 550'000 | 550'000 | 528'619 | 528'619 | 645'660 CHF | 651'071 CHF | 99.51% | 99.51% |
14.05.2024 | 0.93% | 1.09 CHF | 1.10 CHF | 560'000 | 560'000 | 560'000 | 560'000 | 597'475 CHF | 603'075 CHF | 99.81% | 99.81% |
13.05.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 560'000 | 560'000 | 560'000 | 560'000 | 630'045 CHF | 635'645 CHF | 100.00% | 100.00% |
10.05.2024 | 0.81% | 1.18 CHF | 1.19 CHF | 580'000 | 580'000 | 580'000 | 580'000 | 715'837 CHF | 721'637 CHF | 100.00% | 100.00% |
08.05.2024 | 1.28% | 0.76 CHF | 0.77 CHF | 680'000 | 680'000 | 679'899 | 679'899 | 530'097 CHF | 536'897 CHF | 99.41% | 99.41% |
07.05.2024 | 1.91% | 0.71 CHF | 0.72 CHF | 1'000'000 | 1'000'000 | 999'069 | 999'069 | 527'411 CHF | 537'411 CHF | 100.00% | 100.00% |
06.05.2024 | 2.95% | 0.38 CHF | 0.39 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 340'265 CHF | 350'265 CHF | 99.75% | 99.75% |
03.05.2024 | 3.86% | 0.25 CHF | 0.26 CHF | 1'000'000 | 1'000'000 | 987'389 | 987'389 | 258'913 CHF | 268'871 CHF | 99.26% | 99.26% |
02.05.2024 | 3.90% | 0.25 CHF | 0.26 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 252'110 CHF | 262'110 CHF | 98.86% | 98.86% |
30.04.2024 | 2.84% | 0.27 CHF | 0.28 CHF | 1'000'000 | 1'000'000 | 999'441 | 999'441 | 348'354 CHF | 358'354 CHF | 99.72% | 99.72% |