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 | 0.63% | 1.53 CHF | 1.54 CHF | 500'000 | 500'000 | 499'745 | 499'745 | 787'421 CHF | 792'421 CHF | 100.00% | 100.00% |
15.05.2024 | 0.49% | 1.79 CHF | 1.80 CHF | 500'000 | 500'000 | 498'982 | 498'982 | 1'024'990 CHF | 1'029'990 CHF | 100.00% | 100.00% |
14.05.2024 | 0.43% | 2.23 CHF | 2.24 CHF | 500'000 | 500'000 | 499'904 | 499'904 | 1'165'050 CHF | 1'170'050 CHF | 99.81% | 99.81% |
13.05.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'163'800 CHF | 1'168'800 CHF | 100.00% | 100.00% |
10.05.2024 | 0.42% | 2.44 CHF | 2.45 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'181'810 CHF | 1'186'810 CHF | 99.99% | 99.99% |
08.05.2024 | 0.39% | 2.53 CHF | 2.54 CHF | 500'000 | 500'000 | 499'914 | 499'914 | 1'286'680 CHF | 1'291'680 CHF | 96.62% | 96.62% |
07.05.2024 | 0.39% | 2.43 CHF | 2.44 CHF | 500'000 | 500'000 | 499'660 | 499'660 | 1'271'170 CHF | 1'276'170 CHF | 98.40% | 98.40% |
06.05.2024 | 0.36% | 2.71 CHF | 2.72 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'392'780 CHF | 1'397'780 CHF | 100.00% | 100.00% |
03.05.2024 | 0.31% | 3.04 CHF | 3.05 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'601'990 CHF | 1'606'990 CHF | 99.77% | 99.77% |
02.05.2024 | 0.27% | 3.70 CHF | 3.71 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'849'170 CHF | 1'854'170 CHF | 99.55% | 99.55% |