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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 1.81% | 1.17 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'291 CHF | 61'391 CHF | 98.34% | 98.34% |
16.05.2024 | 1.71% | 1.23 CHF | 1.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'604 CHF | 63'684 CHF | 84.73% | 84.73% |
15.05.2024 | 1.81% | 1.29 CHF | 1.31 CHF | 50'000 | 50'000 | 50'000 | 49'448 | 58'882 CHF | 59'280 CHF | 90.37% | 90.37% |
14.05.2024 | 2.00% | 1.07 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'904 CHF | 56'012 CHF | 98.81% | 98.81% |
13.05.2024 | 1.93% | 1.11 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'403 CHF | 56'481 CHF | 94.00% | 94.00% |
10.05.2024 | 1.92% | 1.19 CHF | 1.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'458 CHF | 58'570 CHF | 91.35% | 91.35% |
08.05.2024 | 1.93% | 1.09 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'947 CHF | 56'018 CHF | 86.23% | 86.23% |
07.05.2024 | 1.99% | 1.07 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'180 CHF | 54'247 CHF | 96.95% | 96.95% |
06.05.2024 | 2.09% | 1.04 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'602 CHF | 52'690 CHF | 99.79% | 99.79% |
03.05.2024 | 2.14% | 1.03 CHF | 1.05 CHF | 50'000 | 50'000 | 56'690 | 50'000 | 55'260 CHF | 49'926 CHF | 97.56% | 97.56% |