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 | 0.96% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'810 CHF | 60'385 CHF | 97.72% | 97.72% |
15.05.2024 | 1.05% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 49'760 | 60'265 CHF | 60'603 CHF | 98.90% | 98.90% |
14.05.2024 | 1.33% | 1.18 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'343 CHF | 60'138 CHF | 100.00% | 100.00% |
13.05.2024 | 1.14% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'636 CHF | 59'308 CHF | 100.00% | 100.00% |
10.05.2024 | 0.91% | 1.18 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'057 CHF | 60'607 CHF | 100.00% | 100.00% |
08.05.2024 | 0.87% | 1.18 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'905 CHF | 60'429 CHF | 100.00% | 100.00% |
07.05.2024 | 0.91% | 1.20 CHF | 1.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'139 CHF | 59'679 CHF | 96.43% | 96.43% |
06.05.2024 | 1.02% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'676 CHF | 59'277 CHF | 100.00% | 100.00% |
03.05.2024 | 1.10% | 1.19 CHF | 1.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'375 CHF | 60'030 CHF | 97.94% | 97.94% |
02.05.2024 | 0.92% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'563 CHF | 59'104 CHF | 99.40% | 99.40% |