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 | 1.24% | 0.90 CHF | 0.91 CHF | 320'000 | 320'000 | 319'425 | 319'425 | 257'442 CHF | 260'642 CHF | 99.31% | 99.31% |
14.05.2024 | 1.49% | 0.72 CHF | 0.73 CHF | 340'000 | 340'000 | 340'000 | 340'000 | 227'163 CHF | 230'563 CHF | 99.81% | 99.81% |
13.05.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 340'000 | 340'000 | 340'000 | 340'000 | 227'815 CHF | 231'215 CHF | 99.23% | 99.23% |
10.05.2024 | 1.64% | 0.63 CHF | 0.64 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 271'877 CHF | 276'377 CHF | 100.00% | 100.00% |
08.05.2024 | 2.41% | 0.43 CHF | 0.44 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 204'998 CHF | 209'998 CHF | 96.90% | 96.90% |
07.05.2024 | 3.31% | 0.36 CHF | 0.37 CHF | 500'000 | 500'000 | 499'698 | 499'698 | 149'488 CHF | 154'488 CHF | 99.46% | 99.46% |
06.05.2024 | 4.64% | 0.20 CHF | 0.21 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 105'938 CHF | 110'938 CHF | 100.00% | 100.00% |
03.05.2024 | 5.61% | 0.17 CHF | 0.18 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 86'914 CHF | 91'914 CHF | 99.90% | 99.90% |
02.05.2024 | 5.67% | 0.15 CHF | 0.16 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 86'229 CHF | 91'229 CHF | 99.64% | 99.64% |
30.04.2024 | 4.48% | 0.19 CHF | 0.20 CHF | 500'000 | 500'000 | 499'725 | 499'725 | 109'551 CHF | 114'551 CHF | 99.99% | 99.99% |