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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 1.27% | 0.70 CHF | 0.71 CHF | 500'000 | 500'000 | 499'632 | 499'632 | 391'419 CHF | 396'419 CHF | 100.00% | 100.00% |
13.05.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 389'441 CHF | 394'441 CHF | 100.00% | 100.00% |
10.05.2024 | 1.26% | 0.88 CHF | 0.89 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 394'280 CHF | 399'280 CHF | 99.99% | 99.99% |
08.05.2024 | 1.07% | 0.91 CHF | 0.92 CHF | 500'000 | 500'000 | 496'232 | 496'232 | 471'168 CHF | 476'168 CHF | 96.62% | 96.62% |
07.05.2024 | 1.08% | 0.82 CHF | 0.83 CHF | 500'000 | 500'000 | 499'746 | 499'746 | 463'085 CHF | 468'085 CHF | 98.39% | 98.39% |
06.05.2024 | 0.87% | 1.08 CHF | 1.09 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 576'654 CHF | 581'654 CHF | 100.00% | 100.00% |
03.05.2024 | 0.66% | 1.39 CHF | 1.40 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 767'619 CHF | 772'619 CHF | 99.83% | 99.83% |
02.05.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 991'334 CHF | 996'334 CHF | 99.61% | 99.61% |
30.04.2024 | 0.67% | 1.66 CHF | 1.67 CHF | 500'000 | 500'000 | 499'818 | 499'818 | 743'760 CHF | 748'760 CHF | 100.00% | 100.00% |
29.04.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 500'000 | 500'000 | 499'887 | 499'887 | 723'973 CHF | 728'973 CHF | 99.62% | 99.62% |