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 | 1.21% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 54'368 | 50'000 | 54'175 CHF | 50'488 CHF | 97.72% | 97.72% |
15.05.2024 | 1.13% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 51'003 | 49'760 | 51'388 CHF | 50'716 CHF | 98.90% | 98.90% |
14.05.2024 | 1.16% | 0.99 CHF | 1.00 CHF | 60'000 | 50'000 | 54'295 | 50'000 | 53'859 CHF | 50'218 CHF | 100.00% | 100.00% |
13.05.2024 | 1.31% | 0.96 CHF | 0.97 CHF | 60'000 | 50'000 | 58'299 | 50'000 | 56'852 CHF | 49'452 CHF | 100.00% | 100.00% |
10.05.2024 | 1.29% | 0.98 CHF | 0.99 CHF | 60'000 | 50'000 | 52'459 | 50'000 | 52'553 CHF | 50'789 CHF | 100.00% | 100.00% |
08.05.2024 | 1.25% | 0.99 CHF | 1.00 CHF | 60'000 | 50'000 | 56'094 | 50'000 | 55'895 CHF | 50'555 CHF | 100.00% | 100.00% |
07.05.2024 | 1.27% | 1.00 CHF | 1.02 CHF | 50'000 | 50'000 | 59'064 | 50'000 | 58'077 CHF | 49'804 CHF | 97.06% | 97.06% |
06.05.2024 | 1.09% | 0.96 CHF | 0.97 CHF | 60'000 | 50'000 | 58'935 | 50'000 | 57'538 CHF | 49'369 CHF | 100.00% | 100.00% |
03.05.2024 | 1.15% | 1.00 CHF | 1.01 CHF | 50'000 | 50'000 | 55'128 | 50'000 | 54'636 CHF | 50'179 CHF | 97.94% | 97.94% |
02.05.2024 | 1.52% | 0.96 CHF | 0.98 CHF | 60'000 | 50'000 | 59'166 | 50'000 | 57'516 CHF | 49'370 CHF | 99.40% | 99.40% |