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 | 1.09% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'310 CHF | 52'885 CHF | 97.72% | 97.72% |
15.05.2024 | 1.20% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 50'000 | 49'760 | 52'766 CHF | 53'140 CHF | 98.90% | 98.90% |
14.05.2024 | 1.24% | 1.03 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'990 CHF | 52'638 CHF | 100.00% | 100.00% |
13.05.2024 | 1.36% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'160 CHF | 51'860 CHF | 100.00% | 100.00% |
10.05.2024 | 1.10% | 1.03 CHF | 1.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'557 CHF | 53'136 CHF | 100.00% | 100.00% |
08.05.2024 | 0.99% | 1.03 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'410 CHF | 52'929 CHF | 100.00% | 100.00% |
07.05.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'678 CHF | 52'179 CHF | 96.43% | 96.43% |
06.05.2024 | 1.17% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'234 CHF | 51'836 CHF | 100.00% | 100.00% |
03.05.2024 | 1.20% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'981 CHF | 52'606 CHF | 97.94% | 97.94% |
02.05.2024 | 1.02% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'104 CHF | 51'625 CHF | 99.40% | 99.40% |