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 | 0.54% | 551.00 CHF | 554.00 CHF | 5'000 | 1'500 | 5'000 | 1'500 | 2'758'640 CHF | 832'091 CHF | 99.37% | 99.37% |
15.05.2024 | 0.48% | 551.00 CHF | 554.00 CHF | 5'000 | 1'500 | 5'000 | 1'500 | 2'730'660 CHF | 823'168 CHF | 98.35% | 98.35% |
14.05.2024 | 0.47% | 540.50 CHF | 543.00 CHF | 5'000 | 1'500 | 5'000 | 1'500 | 2'676'940 CHF | 806'833 CHF | 99.37% | 99.37% |
13.05.2024 | 0.46% | 534.50 CHF | 537.00 CHF | 5'000 | 1'500 | 5'000 | 1'500 | 2'687'060 CHF | 809'867 CHF | 98.94% | 98.94% |
10.05.2024 | 0.46% | 536.50 CHF | 539.00 CHF | 5'000 | 1'500 | 5'000 | 1'500 | 2'690'510 CHF | 810'904 CHF | 99.37% | 99.37% |
08.05.2024 | 0.46% | 536.00 CHF | 538.50 CHF | 5'000 | 1'500 | 5'000 | 1'500 | 2'683'670 CHF | 808'850 CHF | 99.36% | 99.36% |
07.05.2024 | 0.47% | 531.50 CHF | 534.00 CHF | 5'000 | 1'500 | 5'000 | 1'500 | 2'650'900 CHF | 799'020 CHF | 94.69% | 94.69% |
06.05.2024 | 0.50% | 503.50 CHF | 506.00 CHF | 5'000 | 1'500 | 5'000 | 1'500 | 2'508'500 CHF | 756'302 CHF | 99.37% | 99.37% |
03.05.2024 | 0.51% | 496.00 CHF | 498.50 CHF | 5'000 | 1'500 | 3'051 | 1'500 | 1'504'310 CHF | 740'494 CHF | 99.34% | 99.34% |
02.05.2024 | 0.52% | 480.50 CHF | 483.00 CHF | 1'500 | 1'500 | 1'500 | 1'500 | 722'532 CHF | 726'282 CHF | 99.38% | 99.38% |