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 | 1.00% | 0.99 CHF | 1.00 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 496'788 CHF | 100'358 CHF | 99.27% | 99.27% |
15.05.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 502'089 CHF | 101'418 CHF | 99.07% | 99.07% |
14.05.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 502'784 CHF | 101'557 CHF | 99.27% | 99.27% |
13.05.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 513'289 CHF | 103'658 CHF | 98.47% | 98.47% |
10.05.2024 | 0.99% | 1.02 CHF | 1.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 504'287 CHF | 101'857 CHF | 99.27% | 99.27% |
08.05.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 484'913 CHF | 97'983 CHF | 99.27% | 99.27% |
07.05.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 482'175 CHF | 97'435 CHF | 99.27% | 99.27% |
06.05.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 487'890 CHF | 98'578 CHF | 99.27% | 99.27% |
03.05.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 487'280 CHF | 98'456 CHF | 99.17% | 99.17% |
02.05.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 494'996 CHF | 99'999 CHF | 99.27% | 99.27% |