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 | 1.30% | 0.75 CHF | 0.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'294 CHF | 38'794 CHF | 99.77% | 99.77% |
15.05.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 37'741 CHF | 38'241 CHF | 100.00% | 100.00% |
14.05.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'695 CHF | 39'195 CHF | 100.00% | 100.00% |
13.05.2024 | 1.26% | 0.80 CHF | 0.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'416 CHF | 39'916 CHF | 100.00% | 100.00% |
10.05.2024 | 1.30% | 0.79 CHF | 0.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'161 CHF | 38'661 CHF | 100.00% | 100.00% |
08.05.2024 | 1.30% | 0.78 CHF | 0.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'320 CHF | 38'820 CHF | 100.00% | 100.00% |
07.05.2024 | 1.27% | 0.76 CHF | 0.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'016 CHF | 39'516 CHF | 99.75% | 99.75% |
06.05.2024 | 1.26% | 0.80 CHF | 0.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'498 CHF | 39'998 CHF | 99.52% | 99.52% |
03.05.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'831 CHF | 39'331 CHF | 99.72% | 99.72% |
02.05.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'844 CHF | 40'344 CHF | 100.00% | 100.00% |