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 | 1.83% | 0.52 CHF | 0.53 CHF | 500'000 | 500'000 | 499'653 | 499'653 | 271'786 CHF | 276'786 CHF | 100.00% | 100.00% |
15.05.2024 | 2.08% | 0.53 CHF | 0.54 CHF | 500'000 | 500'000 | 499'095 | 499'095 | 239'082 CHF | 244'082 CHF | 100.00% | 100.00% |
14.05.2024 | 2.50% | 0.41 CHF | 0.42 CHF | 500'000 | 500'000 | 499'968 | 499'968 | 198'048 CHF | 203'048 CHF | 99.89% | 99.89% |
13.05.2024 | 2.53% | 0.39 CHF | 0.40 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 194'964 CHF | 199'964 CHF | 100.00% | 100.00% |
10.05.2024 | 2.38% | 0.38 CHF | 0.39 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 207'973 CHF | 212'973 CHF | 100.00% | 100.00% |
08.05.2024 | 2.41% | 0.41 CHF | 0.42 CHF | 500'000 | 500'000 | 499'880 | 499'880 | 205'493 CHF | 210'493 CHF | 99.77% | 99.77% |
07.05.2024 | 2.25% | 0.47 CHF | 0.48 CHF | 500'000 | 500'000 | 499'752 | 499'752 | 220'146 CHF | 225'146 CHF | 98.42% | 98.42% |
06.05.2024 | 2.37% | 0.39 CHF | 0.40 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 208'805 CHF | 213'805 CHF | 100.00% | 100.00% |
03.05.2024 | 2.89% | 0.39 CHF | 0.40 CHF | 500'000 | 500'000 | 499'999 | 500'000 | 173'015 CHF | 178'015 CHF | 99.99% | 99.99% |
02.05.2024 | 3.81% | 0.26 CHF | 0.27 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 129'195 CHF | 134'195 CHF | 99.62% | 99.62% |