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 | - | 0.01 CHF | - CHF | 500'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 67.49% |
14.05.2024 | 2.15% | 0.37 CHF | 0.38 CHF | 500'000 | 500'000 | 499'905 | 499'905 | 231'503 CHF | 236'503 CHF | 100.00% | 100.00% |
13.05.2024 | 2.16% | 0.45 CHF | 0.46 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 229'332 CHF | 234'332 CHF | 100.00% | 100.00% |
10.05.2024 | 2.08% | 0.57 CHF | 0.58 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 240'118 CHF | 245'118 CHF | 99.99% | 99.99% |
08.05.2024 | 1.50% | 0.62 CHF | 0.63 CHF | 500'000 | 500'000 | 499'914 | 499'914 | 333'845 CHF | 338'845 CHF | 96.62% | 96.62% |
07.05.2024 | 1.51% | 0.54 CHF | 0.55 CHF | 500'000 | 500'000 | 499'644 | 499'635 | 330'604 CHF | 335'599 CHF | 98.40% | 98.40% |
06.05.2024 | 1.11% | 0.82 CHF | 0.83 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 450'485 CHF | 455'485 CHF | 100.00% | 100.00% |
03.05.2024 | 0.77% | 1.15 CHF | 1.16 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 653'798 CHF | 658'798 CHF | 99.82% | 99.82% |
02.05.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 500'000 | 500'000 | 499'969 | 500'000 | 890'102 CHF | 895'159 CHF | 99.54% | 99.54% |
30.04.2024 | 0.80% | 1.45 CHF | 1.46 CHF | 500'000 | 500'000 | 499'596 | 499'588 | 625'135 CHF | 630'125 CHF | 99.99% | 99.99% |