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 | 0.93% | 0.91 CHF | 0.92 CHF | 450'000 | 450'000 | 449'085 | 449'085 | 485'940 CHF | 490'440 CHF | 99.56% | 99.56% |
14.05.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 450'000 | 450'000 | 449'952 | 449'952 | 552'091 CHF | 556'591 CHF | 99.72% | 99.72% |
13.05.2024 | 0.87% | 1.17 CHF | 1.18 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 516'021 CHF | 520'521 CHF | 100.00% | 100.00% |
10.05.2024 | 0.83% | 1.23 CHF | 1.24 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 538'640 CHF | 543'140 CHF | 100.00% | 100.00% |
08.05.2024 | 0.57% | 1.71 CHF | 1.72 CHF | 450'000 | 450'000 | 449'904 | 449'904 | 792'874 CHF | 797'374 CHF | 99.67% | 99.67% |
07.05.2024 | 0.57% | 1.69 CHF | 1.70 CHF | 450'000 | 450'000 | 449'644 | 449'644 | 781'282 CHF | 785'782 CHF | 99.70% | 99.70% |
06.05.2024 | 0.54% | 1.88 CHF | 1.89 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 824'836 CHF | 829'336 CHF | 100.00% | 100.00% |
03.05.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 916'463 CHF | 920'963 CHF | 99.71% | 99.71% |
02.05.2024 | 0.40% | 2.44 CHF | 2.45 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 1'125'470 CHF | 1'129'970 CHF | 99.60% | 99.60% |
30.04.2024 | 0.44% | 2.49 CHF | 2.50 CHF | 450'000 | 450'000 | 449'674 | 449'674 | 1'021'280 CHF | 1'025'780 CHF | 99.99% | 99.99% |