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 | 1.78% | 0.48 CHF | 0.49 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 278'746 CHF | 56'749 CHF | 99.10% | 99.10% |
14.05.2024 | 1.62% | 0.63 CHF | 0.64 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 305'531 CHF | 62'106 CHF | 99.37% | 99.37% |
13.05.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 302'984 CHF | 61'597 CHF | 98.57% | 98.57% |
10.05.2024 | 1.71% | 0.55 CHF | 0.56 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 289'455 CHF | 58'891 CHF | 99.37% | 99.37% |
08.05.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 306'680 CHF | 62'336 CHF | 99.37% | 99.37% |
07.05.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 319'283 CHF | 64'857 CHF | 99.37% | 99.37% |
06.05.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 330'316 CHF | 67'063 CHF | 99.36% | 99.36% |
03.05.2024 | 1.42% | 0.66 CHF | 0.67 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 349'189 CHF | 70'838 CHF | 99.21% | 99.21% |
02.05.2024 | 1.43% | 0.75 CHF | 0.76 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 346'773 CHF | 70'355 CHF | 99.37% | 99.37% |
30.04.2024 | 1.67% | 0.59 CHF | 0.60 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 297'789 CHF | 60'558 CHF | 99.37% | 99.37% |