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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.48% | 2.24 CHF | 2.25 CHF | 450'000 | 450'000 | 448'806 | 448'806 | 932'738 CHF | 937'238 CHF | 100.00% | 100.00% |
14.05.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 450'000 | 450'000 | 449'661 | 449'661 | 876'587 CHF | 881'087 CHF | 99.72% | 99.72% |
13.05.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 920'755 CHF | 925'255 CHF | 100.00% | 100.00% |
10.05.2024 | 0.50% | 1.96 CHF | 1.97 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 891'278 CHF | 895'778 CHF | 100.00% | 100.00% |
08.05.2024 | 0.70% | 1.48 CHF | 1.49 CHF | 450'000 | 450'000 | 449'978 | 449'978 | 641'966 CHF | 646'466 CHF | 99.67% | 99.67% |
07.05.2024 | 0.69% | 1.48 CHF | 1.49 CHF | 450'000 | 450'000 | 449'899 | 449'899 | 647'224 CHF | 651'724 CHF | 99.53% | 99.53% |
06.05.2024 | 0.75% | 1.28 CHF | 1.29 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 598'101 CHF | 602'601 CHF | 100.00% | 100.00% |
03.05.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 503'776 CHF | 508'276 CHF | 99.91% | 99.91% |
02.05.2024 | 1.54% | 0.72 CHF | 0.73 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 291'290 CHF | 295'790 CHF | 99.63% | 99.63% |
30.04.2024 | 1.11% | 0.68 CHF | 0.69 CHF | 450'000 | 450'000 | 449'894 | 449'894 | 406'113 CHF | 410'613 CHF | 99.83% | 99.83% |