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 | 1.44% | 1.40 CHF | 1.42 CHF | 50'000 | 50'000 | 49'541 | 49'541 | 69'106 CHF | 70'098 CHF | 99.98% | 99.98% |
15.05.2024 | 0.99% | 1.59 CHF | 1.61 CHF | 50'000 | 50'000 | 49'564 | 49'564 | 100'800 CHF | 101'792 CHF | 99.85% | 99.85% |
14.05.2024 | 0.83% | 2.38 CHF | 2.40 CHF | 50'000 | 50'000 | 49'596 | 49'596 | 120'580 CHF | 121'573 CHF | 99.65% | 99.65% |
13.05.2024 | 0.77% | 2.64 CHF | 2.66 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 130'021 CHF | 131'012 CHF | 100.00% | 100.00% |
10.05.2024 | 0.87% | 2.63 CHF | 2.65 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 114'652 CHF | 115'644 CHF | 99.97% | 99.97% |
08.05.2024 | 0.58% | 3.37 CHF | 3.39 CHF | 50'000 | 50'000 | 49'527 | 49'527 | 173'363 CHF | 174'354 CHF | 100.00% | 100.00% |
07.05.2024 | 0.59% | 3.43 CHF | 3.45 CHF | 50'000 | 50'000 | 49'533 | 49'530 | 170'466 CHF | 171'447 CHF | 100.00% | 100.00% |
06.05.2024 | 0.57% | 3.48 CHF | 3.50 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 175'649 CHF | 176'641 CHF | 99.71% | 99.71% |
03.05.2024 | 0.48% | 4.31 CHF | 4.33 CHF | 50'000 | 50'000 | 49'755 | 49'755 | 207'822 CHF | 208'817 CHF | 96.33% | 96.33% |
02.05.2024 | 0.47% | 4.12 CHF | 4.14 CHF | 50'000 | 50'000 | 49'529 | 49'529 | 213'700 CHF | 214'692 CHF | 99.52% | 99.52% |