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 | 1.28% | 0.74 CHF | 0.75 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 388'923 CHF | 393'923 CHF | 99.52% | 99.52% |
14.05.2024 | 1.36% | 0.75 CHF | 0.76 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 364'369 CHF | 369'369 CHF | 98.28% | 98.28% |
13.05.2024 | 1.63% | 0.66 CHF | 0.67 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 304'793 CHF | 309'793 CHF | 99.53% | 99.53% |
10.05.2024 | 1.58% | 0.65 CHF | 0.66 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 314'303 CHF | 319'303 CHF | 98.23% | 98.23% |
08.05.2024 | 1.44% | 0.64 CHF | 0.65 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 344'577 CHF | 349'577 CHF | 97.52% | 97.52% |
07.05.2024 | 1.34% | 0.78 CHF | 0.79 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 371'965 CHF | 376'965 CHF | 97.83% | 97.83% |
06.05.2024 | 1.43% | 0.68 CHF | 0.69 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 346'836 CHF | 351'836 CHF | 99.19% | 99.19% |
03.05.2024 | 1.65% | 0.61 CHF | 0.62 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 301'179 CHF | 306'179 CHF | 99.37% | 99.37% |
02.05.2024 | 1.75% | 0.56 CHF | 0.57 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 283'490 CHF | 288'490 CHF | 99.50% | 99.50% |
30.04.2024 | 1.68% | 0.52 CHF | 0.53 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 296'567 CHF | 301'567 CHF | 85.31% | 85.31% |