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 | 0.54% | 1.83 CHF | 1.84 CHF | 500'000 | 500'000 | 499'591 | 499'591 | 923'702 CHF | 928'702 CHF | 100.00% | 100.00% |
15.05.2024 | 0.56% | 1.83 CHF | 1.84 CHF | 500'000 | 500'000 | 498'990 | 498'990 | 890'548 CHF | 895'548 CHF | 100.00% | 100.00% |
14.05.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 500'000 | 500'000 | 499'903 | 499'903 | 852'509 CHF | 857'509 CHF | 100.00% | 100.00% |
13.05.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 848'142 CHF | 853'142 CHF | 100.00% | 100.00% |
10.05.2024 | 0.58% | 1.68 CHF | 1.69 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 861'510 CHF | 866'510 CHF | 100.00% | 100.00% |
08.05.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 500'000 | 500'000 | 499'881 | 499'881 | 860'221 CHF | 865'221 CHF | 99.77% | 99.77% |
07.05.2024 | 0.57% | 1.77 CHF | 1.78 CHF | 500'000 | 500'000 | 499'595 | 499'595 | 872'339 CHF | 877'339 CHF | 98.42% | 98.42% |
06.05.2024 | 0.58% | 1.69 CHF | 1.70 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 860'812 CHF | 865'812 CHF | 100.00% | 100.00% |
03.05.2024 | 0.60% | 1.69 CHF | 1.70 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 825'819 CHF | 830'819 CHF | 99.98% | 99.98% |
02.05.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 786'212 CHF | 791'212 CHF | 99.57% | 99.57% |