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 | 0.87% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'195 CHF | 57'695 CHF | 99.77% | 99.77% |
15.05.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'629 CHF | 58'129 CHF | 100.00% | 100.00% |
14.05.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'805 CHF | 57'305 CHF | 100.00% | 100.00% |
13.05.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'084 CHF | 56'584 CHF | 100.00% | 100.00% |
10.05.2024 | 0.87% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'479 CHF | 57'979 CHF | 100.00% | 100.00% |
08.05.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'382 CHF | 57'882 CHF | 100.00% | 100.00% |
07.05.2024 | 0.88% | 1.15 CHF | 1.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'612 CHF | 57'112 CHF | 99.75% | 99.75% |
06.05.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'119 CHF | 56'619 CHF | 99.52% | 99.52% |
03.05.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'856 CHF | 57'356 CHF | 99.72% | 99.72% |
02.05.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'958 CHF | 56'458 CHF | 100.00% | 100.00% |