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 | 2.27% | 0.58 CHF | 0.59 CHF | 750'000 | 750'000 | 749'365 | 749'365 | 332'422 CHF | 339'922 CHF | 100.00% | 100.00% |
15.05.2024 | 2.39% | 0.34 CHF | 0.35 CHF | 750'000 | 750'000 | 746'467 | 746'467 | 317'948 CHF | 325'452 CHF | 46.65% | 99.53% |
14.05.2024 | 1.66% | 0.57 CHF | 0.58 CHF | 750'000 | 750'000 | 749'498 | 749'498 | 449'323 CHF | 456'823 CHF | 99.85% | 99.85% |
13.05.2024 | 1.77% | 0.55 CHF | 0.56 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 419'529 CHF | 427'029 CHF | 100.00% | 100.00% |
10.05.2024 | 2.17% | 0.52 CHF | 0.53 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 344'013 CHF | 351'513 CHF | 100.00% | 100.00% |
08.05.2024 | 1.16% | 0.88 CHF | 0.89 CHF | 742'000 | 750'000 | 749'915 | 749'904 | 641'765 CHF | 649'255 CHF | 99.45% | 99.45% |
07.05.2024 | 0.88% | 0.93 CHF | 0.94 CHF | 750'000 | 750'000 | 749'671 | 749'671 | 850'987 CHF | 858'487 CHF | 100.00% | 100.00% |
06.05.2024 | 0.71% | 1.35 CHF | 1.36 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 1'062'610 CHF | 1'070'110 CHF | 99.72% | 99.72% |
03.05.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 1'235'130 CHF | 1'242'630 CHF | 99.44% | 99.44% |
02.05.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 1'302'140 CHF | 1'309'640 CHF | 99.55% | 99.55% |