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 | 0.63% | 1.59 CHF | 1.60 CHF | 500'000 | 500'000 | 499'607 | 499'637 | 793'082 CHF | 798'131 CHF | 100.00% | 100.00% |
15.05.2024 | 0.66% | 1.54 CHF | 1.55 CHF | 500'000 | 500'000 | 498'998 | 498'226 | 761'045 CHF | 764'836 CHF | 99.98% | 99.98% |
14.05.2024 | 0.62% | 1.54 CHF | 1.55 CHF | 500'000 | 500'000 | 499'917 | 499'917 | 803'726 CHF | 808'726 CHF | 100.00% | 100.00% |
13.05.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 500'000 | 500'000 | 499'347 | 500'000 | 806'286 CHF | 812'361 CHF | 100.00% | 100.00% |
10.05.2024 | 0.59% | 1.65 CHF | 1.66 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 851'022 CHF | 856'022 CHF | 100.00% | 100.00% |
08.05.2024 | 0.65% | 1.61 CHF | 1.62 CHF | 500'000 | 500'000 | 499'914 | 499'914 | 767'154 CHF | 772'154 CHF | 99.63% | 99.63% |
07.05.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 500'000 | 500'000 | 499'708 | 499'708 | 800'784 CHF | 805'784 CHF | 100.00% | 100.00% |
06.05.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 500'000 | 500'000 | 499'706 | 499'706 | 821'425 CHF | 826'424 CHF | 100.00% | 100.00% |
03.05.2024 | 0.60% | 1.62 CHF | 1.63 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 833'376 CHF | 838'376 CHF | 99.96% | 99.96% |
02.05.2024 | 0.59% | 1.62 CHF | 1.63 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 846'299 CHF | 851'299 CHF | 99.99% | 99.99% |