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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.52% | 1.95 CHF | 1.96 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 963'332 CHF | 193'666 CHF | 99.27% | 99.27% |
13.05.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 965'502 CHF | 194'100 CHF | 98.47% | 98.47% |
10.05.2024 | 0.51% | 1.93 CHF | 1.94 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 969'914 CHF | 194'983 CHF | 99.27% | 99.27% |
08.05.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 945'674 CHF | 190'135 CHF | 99.27% | 99.27% |
07.05.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 952'128 CHF | 191'426 CHF | 99.27% | 99.27% |
06.05.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 923'725 CHF | 185'745 CHF | 99.27% | 99.27% |
03.05.2024 | 0.54% | 1.80 CHF | 1.81 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 916'634 CHF | 184'327 CHF | 99.17% | 99.17% |
02.05.2024 | 0.56% | 1.76 CHF | 1.77 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 888'251 CHF | 178'650 CHF | 99.27% | 99.27% |
30.04.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 903'368 CHF | 181'674 CHF | 99.27% | 99.27% |
29.04.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 888'952 CHF | 178'790 CHF | 99.22% | 99.22% |