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 | 2.53% | 0.35 CHF | 0.36 CHF | 500'000 | 500'000 | 499'515 | 499'515 | 195'682 CHF | 200'682 CHF | 100.00% | 100.00% |
15.05.2024 | 1.31% | 0.55 CHF | 0.56 CHF | 500'000 | 500'000 | 498'831 | 498'837 | 385'129 CHF | 390'133 CHF | 93.67% | 100.00% |
14.05.2024 | 1.01% | 0.91 CHF | 0.92 CHF | 500'000 | 500'000 | 499'582 | 499'582 | 494'787 CHF | 499'787 CHF | 99.97% | 99.97% |
13.05.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 493'421 CHF | 498'421 CHF | 100.00% | 100.00% |
10.05.2024 | 1.00% | 1.08 CHF | 1.09 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 497'347 CHF | 502'347 CHF | 100.00% | 100.00% |
08.05.2024 | 0.89% | 1.09 CHF | 1.10 CHF | 500'000 | 500'000 | 496'232 | 496'232 | 567'585 CHF | 572'585 CHF | 96.62% | 96.62% |
07.05.2024 | 0.89% | 1.02 CHF | 1.03 CHF | 500'000 | 500'000 | 499'782 | 499'782 | 560'369 CHF | 565'369 CHF | 98.37% | 98.37% |
06.05.2024 | 0.75% | 1.25 CHF | 1.26 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 663'547 CHF | 668'547 CHF | 100.00% | 100.00% |
03.05.2024 | 0.60% | 1.54 CHF | 1.55 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 838'182 CHF | 843'182 CHF | 99.83% | 99.83% |
02.05.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'044'490 CHF | 1'049'480 CHF | 99.52% | 99.52% |