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 | 0.74% | 2.25 CHF | 2.26 CHF | 500'000 | 500'000 | 304'327 | 304'327 | 692'836 CHF | 697'577 CHF | 99.68% | 99.68% |
15.05.2024 | 0.73% | 2.17 CHF | 2.18 CHF | 500'000 | 500'000 | 304'353 | 304'353 | 682'838 CHF | 687'578 CHF | 99.63% | 99.63% |
14.05.2024 | 0.75% | 2.20 CHF | 2.21 CHF | 500'000 | 500'000 | 304'782 | 304'782 | 676'252 CHF | 681'000 CHF | 98.85% | 98.85% |
13.05.2024 | 0.69% | 2.30 CHF | 2.31 CHF | 500'000 | 500'000 | 304'328 | 304'328 | 728'449 CHF | 733'189 CHF | 99.67% | 99.67% |
10.05.2024 | 0.64% | 2.42 CHF | 2.43 CHF | 500'000 | 500'000 | 303'130 | 303'130 | 782'292 CHF | 787'030 CHF | 98.45% | 98.45% |
08.05.2024 | 0.68% | 2.45 CHF | 2.46 CHF | 500'000 | 500'000 | 304'327 | 304'327 | 747'371 CHF | 752'112 CHF | 99.68% | 99.68% |
07.05.2024 | 0.68% | 2.57 CHF | 2.58 CHF | 500'000 | 500'000 | 304'326 | 304'326 | 758'613 CHF | 763'354 CHF | 99.68% | 99.68% |
06.05.2024 | 0.73% | 2.36 CHF | 2.37 CHF | 500'000 | 500'000 | 304'324 | 304'324 | 696'698 CHF | 701'438 CHF | 99.68% | 99.68% |
03.05.2024 | 2.01% | 2.29 CHF | 2.30 CHF | 500'000 | 500'000 | 67'123 | 67'122 | 154'702 CHF | 156'335 CHF | 99.11% | 99.11% |
02.05.2024 | 0.88% | 1.99 CHF | 2.00 CHF | 500'000 | 500'000 | 304'285 | 304'285 | 579'011 CHF | 583'751 CHF | 99.66% | 99.66% |