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 | 3.05% | 0.26 CHF | 0.27 CHF | 500'000 | 500'000 | 498'717 | 498'717 | 164'117 CHF | 169'117 CHF | 32.00% | 100.00% |
15.05.2024 | 1.25% | 0.53 CHF | 0.54 CHF | 500'000 | 500'000 | 498'928 | 498'902 | 407'769 CHF | 412'747 CHF | 94.14% | 100.00% |
14.05.2024 | 0.91% | 0.99 CHF | 1.00 CHF | 500'000 | 500'000 | 499'911 | 499'911 | 545'962 CHF | 550'962 CHF | 99.99% | 99.99% |
13.05.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 543'608 CHF | 548'608 CHF | 100.00% | 100.00% |
10.05.2024 | 0.90% | 1.20 CHF | 1.21 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 555'010 CHF | 560'010 CHF | 99.98% | 99.98% |
08.05.2024 | 0.77% | 1.26 CHF | 1.27 CHF | 500'000 | 500'000 | 499'912 | 499'912 | 650'962 CHF | 655'962 CHF | 96.64% | 96.64% |
07.05.2024 | 0.78% | 1.16 CHF | 1.17 CHF | 500'000 | 500'000 | 499'660 | 499'660 | 637'344 CHF | 642'344 CHF | 98.40% | 98.40% |
06.05.2024 | 0.66% | 1.44 CHF | 1.45 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 756'562 CHF | 761'562 CHF | 100.00% | 100.00% |
03.05.2024 | 0.52% | 1.76 CHF | 1.77 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 960'132 CHF | 965'132 CHF | 99.81% | 99.81% |
02.05.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'198'580 CHF | 1'203'580 CHF | 99.63% | 99.63% |