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 | 4.71% | 0.34 CHF | 0.35 CHF | 750'000 | 750'000 | 749'326 | 749'326 | 165'162 CHF | 172'663 CHF | 94.19% | 100.00% |
15.05.2024 | 5.98% | 0.11 CHF | 0.18 CHF | 750'000 | 750'000 | 741'080 | 741'080 | 124'826 CHF | 132'328 CHF | 18.56% | 99.34% |
14.05.2024 | 2.66% | 0.34 CHF | 0.35 CHF | 750'000 | 750'000 | 749'503 | 749'503 | 278'646 CHF | 286'146 CHF | 99.82% | 99.82% |
13.05.2024 | 2.97% | 0.32 CHF | 0.33 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 249'635 CHF | 257'135 CHF | 100.00% | 100.00% |
10.05.2024 | 4.27% | 0.30 CHF | 0.31 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 175'546 CHF | 183'046 CHF | 100.00% | 100.00% |
08.05.2024 | 1.58% | 0.65 CHF | 0.66 CHF | 750'000 | 750'000 | 749'919 | 749'918 | 471'064 CHF | 478'564 CHF | 99.45% | 99.45% |
07.05.2024 | 1.10% | 0.71 CHF | 0.72 CHF | 750'000 | 750'000 | 749'644 | 749'644 | 681'845 CHF | 689'345 CHF | 100.00% | 100.00% |
06.05.2024 | 0.85% | 1.12 CHF | 1.13 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 887'288 CHF | 894'788 CHF | 99.72% | 99.72% |
03.05.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 1'055'820 CHF | 1'063'320 CHF | 99.43% | 99.43% |
02.05.2024 | 0.67% | 1.51 CHF | 1.52 CHF | 750'000 | 750'000 | 750'000 | 750'000 | 1'121'590 CHF | 1'129'090 CHF | 99.64% | 99.64% |