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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.74% | 1.68 CHF | 1.69 CHF | 620'000 | 620'000 | 595'766 | 595'766 | 950'342 CHF | 956'441 CHF | 99.55% | 99.55% |
14.05.2024 | 0.69% | 1.48 CHF | 1.49 CHF | 620'000 | 620'000 | 620'000 | 620'000 | 899'419 CHF | 905'619 CHF | 99.83% | 99.83% |
13.05.2024 | 0.67% | 1.51 CHF | 1.52 CHF | 620'000 | 620'000 | 620'000 | 620'000 | 929'091 CHF | 935'291 CHF | 100.00% | 100.00% |
10.05.2024 | 0.63% | 1.55 CHF | 1.56 CHF | 640'000 | 640'000 | 640'000 | 640'000 | 1'019'920 CHF | 1'026'320 CHF | 100.00% | 100.00% |
08.05.2024 | 0.86% | 1.13 CHF | 1.14 CHF | 720'000 | 720'000 | 719'885 | 719'885 | 834'342 CHF | 841'542 CHF | 99.44% | 99.44% |
07.05.2024 | 1.10% | 1.10 CHF | 1.11 CHF | 890'000 | 890'000 | 889'171 | 889'171 | 810'607 CHF | 819'507 CHF | 100.00% | 100.00% |
06.05.2024 | 1.44% | 0.73 CHF | 0.74 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 692'670 CHF | 702'670 CHF | 99.74% | 99.74% |
03.05.2024 | 1.77% | 0.56 CHF | 0.57 CHF | 1'000'000 | 1'000'000 | 987'517 | 987'517 | 570'595 CHF | 580'553 CHF | 99.27% | 99.27% |
02.05.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 557'051 CHF | 567'051 CHF | 98.92% | 98.92% |
30.04.2024 | 1.47% | 0.57 CHF | 0.58 CHF | 910'000 | 910'000 | 909'478 | 909'478 | 617'184 CHF | 626'284 CHF | 99.72% | 99.72% |