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 | 0.82% | 1.24 CHF | 1.25 CHF | 500'000 | 500'000 | 498'984 | 498'984 | 610'783 CHF | 615'783 CHF | 100.00% | 100.00% |
14.05.2024 | 0.77% | 1.23 CHF | 1.24 CHF | 500'000 | 500'000 | 499'882 | 499'882 | 649'096 CHF | 654'096 CHF | 100.00% | 100.00% |
13.05.2024 | 0.77% | 1.32 CHF | 1.33 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 649'172 CHF | 654'172 CHF | 100.00% | 100.00% |
10.05.2024 | 0.72% | 1.34 CHF | 1.35 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 693'484 CHF | 698'484 CHF | 100.00% | 100.00% |
08.05.2024 | 0.83% | 1.29 CHF | 1.30 CHF | 500'000 | 500'000 | 499'878 | 499'878 | 599'756 CHF | 604'756 CHF | 99.29% | 99.29% |
07.05.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 500'000 | 500'000 | 499'621 | 499'621 | 629'914 CHF | 634'914 CHF | 100.00% | 100.00% |
06.05.2024 | 0.76% | 1.29 CHF | 1.30 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 654'562 CHF | 659'562 CHF | 100.00% | 100.00% |
03.05.2024 | 0.75% | 1.28 CHF | 1.29 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 665'025 CHF | 670'025 CHF | 99.99% | 99.99% |
02.05.2024 | 0.72% | 1.30 CHF | 1.31 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 687'633 CHF | 692'633 CHF | 99.99% | 99.99% |
30.04.2024 | 0.60% | 1.61 CHF | 1.62 CHF | 500'000 | 500'000 | 499'759 | 499'759 | 832'655 CHF | 837'655 CHF | 99.99% | 99.99% |