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 | 0.59% | 1.70 CHF | 1.71 CHF | 500'000 | 500'000 | 499'753 | 499'753 | 843'168 CHF | 848'168 CHF | 100.00% | 100.00% |
15.05.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 500'000 | 500'000 | 499'085 | 499'085 | 803'552 CHF | 808'552 CHF | 100.00% | 100.00% |
14.05.2024 | 0.59% | 1.62 CHF | 1.63 CHF | 500'000 | 500'000 | 499'882 | 499'882 | 842'406 CHF | 847'406 CHF | 100.00% | 100.00% |
13.05.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 842'392 CHF | 847'392 CHF | 100.00% | 100.00% |
10.05.2024 | 0.56% | 1.72 CHF | 1.73 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 886'500 CHF | 891'500 CHF | 100.00% | 100.00% |
08.05.2024 | 0.63% | 1.67 CHF | 1.68 CHF | 500'000 | 500'000 | 499'868 | 499'868 | 792'632 CHF | 797'632 CHF | 99.29% | 99.29% |
07.05.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 500'000 | 500'000 | 499'670 | 499'670 | 822'939 CHF | 827'939 CHF | 100.00% | 100.00% |
06.05.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 847'226 CHF | 852'226 CHF | 100.00% | 100.00% |
03.05.2024 | 0.58% | 1.67 CHF | 1.68 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 858'006 CHF | 863'006 CHF | 99.97% | 99.97% |
02.05.2024 | 0.57% | 1.68 CHF | 1.69 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 881'605 CHF | 886'605 CHF | 100.00% | 100.00% |