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 | 2.09% | 0.44 CHF | 0.45 CHF | 500'000 | 500'000 | 499'040 | 499'040 | 237'642 CHF | 242'642 CHF | 99.31% | 99.31% |
14.05.2024 | 1.87% | 0.50 CHF | 0.51 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 265'623 CHF | 270'623 CHF | 99.79% | 99.79% |
13.05.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 262'537 CHF | 267'537 CHF | 99.23% | 99.23% |
10.05.2024 | 1.83% | 0.53 CHF | 0.54 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 270'244 CHF | 275'244 CHF | 100.00% | 100.00% |
08.05.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 315'316 CHF | 320'316 CHF | 96.89% | 96.89% |
07.05.2024 | 1.41% | 0.66 CHF | 0.67 CHF | 500'000 | 500'000 | 499'688 | 499'688 | 352'166 CHF | 357'166 CHF | 99.46% | 99.46% |
06.05.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 405'390 CHF | 410'390 CHF | 100.00% | 100.00% |
03.05.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 490'000 | 490'000 | 490'000 | 490'000 | 435'719 CHF | 440'619 CHF | 99.91% | 99.91% |
02.05.2024 | 1.08% | 0.96 CHF | 0.97 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 461'834 CHF | 466'834 CHF | 99.69% | 99.69% |
30.04.2024 | 1.14% | 0.90 CHF | 0.91 CHF | 500'000 | 500'000 | 499'760 | 499'760 | 435'694 CHF | 440'694 CHF | 99.99% | 99.99% |