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 | 0.49% | 2.17 CHF | 2.18 CHF | 300'000 | 300'000 | 299'404 | 299'404 | 612'918 CHF | 615'918 CHF | 99.89% | 99.89% |
14.05.2024 | 0.53% | 1.95 CHF | 1.96 CHF | 300'000 | 300'000 | 299'964 | 299'964 | 561'771 CHF | 564'771 CHF | 99.79% | 99.79% |
13.05.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 562'244 CHF | 565'244 CHF | 100.00% | 100.00% |
10.05.2024 | 0.55% | 1.85 CHF | 1.86 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 542'514 CHF | 545'514 CHF | 100.00% | 100.00% |
08.05.2024 | 0.66% | 1.54 CHF | 1.55 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 455'104 CHF | 458'104 CHF | 99.77% | 99.77% |
07.05.2024 | 0.77% | 1.42 CHF | 1.43 CHF | 300'000 | 300'000 | 299'806 | 299'806 | 389'871 CHF | 392'871 CHF | 96.14% | 96.14% |
06.05.2024 | 0.94% | 1.03 CHF | 1.04 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 319'093 CHF | 322'093 CHF | 100.00% | 100.00% |
03.05.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 275'788 CHF | 278'788 CHF | 99.90% | 99.90% |
02.05.2024 | 1.13% | 0.80 CHF | 0.81 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 265'292 CHF | 268'292 CHF | 99.56% | 99.56% |
30.04.2024 | 1.00% | 0.93 CHF | 0.94 CHF | 300'000 | 300'000 | 299'837 | 299'837 | 299'813 CHF | 302'813 CHF | 99.99% | 99.99% |