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 | 2.07% | 0.43 CHF | 0.44 CHF | 500'000 | 500'000 | 499'734 | 499'745 | 240'252 CHF | 245'258 CHF | 100.00% | 100.00% |
15.05.2024 | 1.02% | 0.70 CHF | 0.71 CHF | 500'000 | 500'000 | 498'983 | 498'981 | 495'441 CHF | 500'439 CHF | 99.97% | 99.97% |
14.05.2024 | 0.78% | 1.18 CHF | 1.19 CHF | 500'000 | 500'000 | 499'904 | 499'904 | 637'070 CHF | 642'070 CHF | 99.98% | 99.98% |
13.05.2024 | 0.78% | 1.26 CHF | 1.27 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 634'739 CHF | 639'739 CHF | 100.00% | 100.00% |
10.05.2024 | 0.77% | 1.38 CHF | 1.39 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 646'806 CHF | 651'806 CHF | 99.99% | 99.99% |
08.05.2024 | 0.67% | 1.44 CHF | 1.45 CHF | 500'000 | 500'000 | 499'914 | 499'914 | 743'189 CHF | 748'189 CHF | 96.63% | 96.63% |
07.05.2024 | 0.68% | 1.34 CHF | 1.35 CHF | 500'000 | 500'000 | 499'600 | 499'600 | 729'252 CHF | 734'252 CHF | 98.40% | 98.40% |
06.05.2024 | 0.59% | 1.62 CHF | 1.63 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 848'403 CHF | 853'403 CHF | 100.00% | 100.00% |
03.05.2024 | 0.48% | 1.95 CHF | 1.96 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'051'940 CHF | 1'056'940 CHF | 99.81% | 99.81% |
02.05.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'291'110 CHF | 1'296'110 CHF | 99.63% | 99.63% |