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 | 0.93% | 1.35 CHF | 1.36 CHF | 680'000 | 680'000 | 653'541 | 653'541 | 830'625 CHF | 837'315 CHF | 99.53% | 99.53% |
14.05.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 680'000 | 680'000 | 680'000 | 680'000 | 775'923 CHF | 782'723 CHF | 99.82% | 99.82% |
13.05.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 680'000 | 680'000 | 680'000 | 680'000 | 805'780 CHF | 812'580 CHF | 100.00% | 100.00% |
10.05.2024 | 0.78% | 1.23 CHF | 1.24 CHF | 700'000 | 700'000 | 700'000 | 700'000 | 889'448 CHF | 896'448 CHF | 99.99% | 99.99% |
08.05.2024 | 1.14% | 0.85 CHF | 0.86 CHF | 830'000 | 830'000 | 829'876 | 829'876 | 725'465 CHF | 733'765 CHF | 99.41% | 99.41% |
07.05.2024 | 1.51% | 0.82 CHF | 0.83 CHF | 1'000'000 | 1'000'000 | 999'100 | 999'100 | 661'119 CHF | 671'119 CHF | 100.00% | 100.00% |
06.05.2024 | 2.06% | 0.52 CHF | 0.53 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 485'147 CHF | 495'147 CHF | 99.75% | 99.75% |
03.05.2024 | 2.55% | 0.39 CHF | 0.40 CHF | 1'000'000 | 1'000'000 | 987'390 | 987'390 | 393'562 CHF | 403'520 CHF | 99.25% | 99.25% |
02.05.2024 | 2.57% | 0.38 CHF | 0.39 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 384'730 CHF | 394'730 CHF | 98.85% | 98.85% |
30.04.2024 | 2.06% | 0.40 CHF | 0.41 CHF | 1'000'000 | 1'000'000 | 999'425 | 999'425 | 480'797 CHF | 490'797 CHF | 99.72% | 99.72% |