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 | 0.83% | 1.88 CHF | 1.89 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 54'957 CHF | 46'180 CHF | 99.25% | 99.25% |
15.05.2024 | 0.84% | 1.84 CHF | 1.85 CHF | 30'000 | 25'000 | 30'000 | 24'952 | 55'289 CHF | 46'370 CHF | 98.73% | 98.73% |
14.05.2024 | 0.85% | 1.81 CHF | 1.83 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 54'579 CHF | 45'869 CHF | 95.83% | 95.83% |
13.05.2024 | 0.90% | 1.81 CHF | 1.83 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 54'604 CHF | 45'913 CHF | 91.37% | 91.37% |
10.05.2024 | 0.95% | 1.83 CHF | 1.85 CHF | 30'000 | 25'000 | 28'184 | 23'703 | 50'570 CHF | 42'928 CHF | 100.00% | 100.00% |
08.05.2024 | 0.98% | 1.69 CHF | 1.71 CHF | 30'000 | 25'000 | 37'159 | 25'000 | 61'482 CHF | 41'830 CHF | 100.00% | 100.00% |
07.05.2024 | 0.88% | 1.64 CHF | 1.66 CHF | 40'000 | 25'000 | 32'895 | 25'000 | 55'249 CHF | 42'439 CHF | 97.06% | 97.06% |
06.05.2024 | 0.91% | 1.63 CHF | 1.64 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 63'584 CHF | 40'101 CHF | 96.91% | 96.91% |
03.05.2024 | 1.09% | 1.55 CHF | 1.57 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 62'515 CHF | 39'501 CHF | 97.92% | 97.92% |
02.05.2024 | 0.95% | 1.55 CHF | 1.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'561 CHF | 78'299 CHF | 99.40% | 99.40% |