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 | 0.66% | 1.34 CHF | 1.35 CHF | 520'000 | 520'000 | 519'277 | 519'277 | 783'450 CHF | 788'650 CHF | 100.00% | 100.00% |
15.05.2024 | 0.75% | 1.67 CHF | 1.68 CHF | 550'000 | 550'000 | 528'585 | 528'585 | 827'664 CHF | 833'075 CHF | 99.52% | 99.52% |
14.05.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 550'000 | 550'000 | 550'000 | 550'000 | 769'778 CHF | 775'278 CHF | 99.82% | 99.82% |
13.05.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 560'000 | 560'000 | 560'000 | 560'000 | 817'395 CHF | 822'995 CHF | 100.00% | 100.00% |
10.05.2024 | 0.64% | 1.51 CHF | 1.52 CHF | 570'000 | 570'000 | 570'000 | 570'000 | 894'057 CHF | 899'757 CHF | 100.00% | 100.00% |
08.05.2024 | 0.91% | 1.07 CHF | 1.08 CHF | 630'000 | 630'000 | 629'897 | 629'897 | 690'943 CHF | 697'243 CHF | 99.41% | 99.41% |
07.05.2024 | 1.24% | 1.02 CHF | 1.03 CHF | 800'000 | 800'000 | 799'295 | 799'295 | 646'932 CHF | 654'932 CHF | 100.00% | 100.00% |
06.05.2024 | 1.72% | 0.63 CHF | 0.64 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 583'395 CHF | 593'395 CHF | 99.76% | 99.76% |
03.05.2024 | 2.17% | 0.45 CHF | 0.46 CHF | 1'000'000 | 1'000'000 | 987'375 | 987'375 | 464'717 CHF | 474'675 CHF | 99.28% | 99.28% |
02.05.2024 | 2.22% | 0.44 CHF | 0.45 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 446'652 CHF | 456'652 CHF | 98.86% | 98.86% |