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 | 1.59% | 0.58 CHF | 0.59 CHF | 500'000 | 500'000 | 499'079 | 499'079 | 312'133 CHF | 317'133 CHF | 99.30% | 99.30% |
14.05.2024 | 1.43% | 0.66 CHF | 0.67 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 348'334 CHF | 353'334 CHF | 99.80% | 99.80% |
13.05.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 346'661 CHF | 351'661 CHF | 99.23% | 99.23% |
10.05.2024 | 1.41% | 0.69 CHF | 0.70 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 351'849 CHF | 356'849 CHF | 100.00% | 100.00% |
08.05.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 411'803 CHF | 416'803 CHF | 96.89% | 96.89% |
07.05.2024 | 1.07% | 0.87 CHF | 0.88 CHF | 430'000 | 430'000 | 429'732 | 429'732 | 398'564 CHF | 402'864 CHF | 99.46% | 99.46% |
06.05.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 410'000 | 410'000 | 410'000 | 410'000 | 439'054 CHF | 443'154 CHF | 100.00% | 100.00% |
03.05.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 468'648 CHF | 472'648 CHF | 99.90% | 99.90% |
02.05.2024 | 0.82% | 1.26 CHF | 1.27 CHF | 420'000 | 420'000 | 420'000 | 420'000 | 507'776 CHF | 511'976 CHF | 99.62% | 99.62% |
30.04.2024 | 0.88% | 1.18 CHF | 1.19 CHF | 430'000 | 430'000 | 429'766 | 429'766 | 489'432 CHF | 493'732 CHF | 100.00% | 100.00% |