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 | 0.53% | 2.00 CHF | 2.01 CHF | 300'000 | 300'000 | 299'363 | 299'363 | 564'270 CHF | 567'270 CHF | 99.89% | 99.89% |
14.05.2024 | 0.58% | 1.78 CHF | 1.79 CHF | 300'000 | 300'000 | 299'966 | 299'966 | 513'190 CHF | 516'190 CHF | 99.80% | 99.80% |
13.05.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 513'202 CHF | 516'202 CHF | 100.00% | 100.00% |
10.05.2024 | 0.61% | 1.68 CHF | 1.69 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 492'988 CHF | 495'988 CHF | 100.00% | 100.00% |
08.05.2024 | 0.74% | 1.38 CHF | 1.39 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 405'775 CHF | 408'775 CHF | 99.77% | 99.77% |
07.05.2024 | 0.88% | 1.25 CHF | 1.26 CHF | 300'000 | 300'000 | 299'800 | 299'800 | 340'346 CHF | 343'347 CHF | 96.15% | 96.15% |
06.05.2024 | 1.11% | 0.87 CHF | 0.88 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 269'518 CHF | 272'518 CHF | 100.00% | 100.00% |
03.05.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 226'061 CHF | 229'061 CHF | 99.89% | 99.89% |
02.05.2024 | 1.39% | 0.63 CHF | 0.64 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 215'660 CHF | 218'660 CHF | 99.58% | 99.58% |
30.04.2024 | 1.19% | 0.76 CHF | 0.77 CHF | 300'000 | 300'000 | 299'839 | 299'839 | 250'200 CHF | 253'200 CHF | 99.99% | 99.99% |