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 | 4.55% | 0.36 CHF | 0.37 CHF | 1'000'000 | 1'000'000 | 998'636 | 998'636 | 224'785 CHF | 234'785 CHF | 99.99% | 99.99% |
15.05.2024 | 5.06% | 0.14 CHF | 0.15 CHF | 680'000 | 680'000 | 653'328 | 653'328 | 167'764 CHF | 174'454 CHF | 99.54% | 99.54% |
14.05.2024 | 2.42% | 0.38 CHF | 0.39 CHF | 720'000 | 720'000 | 720'000 | 720'000 | 294'037 CHF | 301'237 CHF | 99.85% | 99.85% |
13.05.2024 | 2.58% | 0.38 CHF | 0.39 CHF | 780'000 | 780'000 | 780'000 | 780'000 | 298'523 CHF | 306'323 CHF | 100.00% | 100.00% |
10.05.2024 | 3.04% | 0.37 CHF | 0.38 CHF | 670'000 | 670'000 | 670'000 | 670'000 | 218'089 CHF | 224'789 CHF | 100.00% | 100.00% |
08.05.2024 | 1.40% | 0.74 CHF | 0.75 CHF | 550'000 | 550'000 | 549'921 | 549'921 | 391'983 CHF | 397'483 CHF | 99.45% | 99.45% |
07.05.2024 | 0.96% | 0.80 CHF | 0.81 CHF | 520'000 | 520'000 | 519'550 | 519'550 | 543'074 CHF | 548'274 CHF | 100.00% | 100.00% |
06.05.2024 | 0.73% | 1.30 CHF | 1.31 CHF | 510'000 | 510'000 | 510'000 | 510'000 | 703'364 CHF | 708'464 CHF | 99.72% | 99.72% |
03.05.2024 | 0.63% | 1.64 CHF | 1.65 CHF | 510'000 | 510'000 | 503'642 | 503'642 | 826'717 CHF | 831'795 CHF | 99.24% | 99.24% |
02.05.2024 | 0.58% | 1.75 CHF | 1.76 CHF | 510'000 | 510'000 | 510'000 | 510'000 | 883'449 CHF | 888'549 CHF | 98.83% | 98.83% |