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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 0.98% | 1.00 CHF | 1.01 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 50'582 CHF | 51'082 CHF | 100.00% | 100.00% |
21.05.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 49'951 | 49'951 | 54'520 CHF | 55'020 CHF | 99.90% | 99.90% |
17.05.2024 | 0.90% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'280 CHF | 55'780 CHF | 98.87% | 98.87% |
16.05.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 50'000 | 5'000 | 49'922 | 20'588 | 67'532 CHF | 28'653 CHF | 99.19% | 99.19% |
15.05.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 50'000 | 50'000 | 49'909 | 49'909 | 67'908 CHF | 68'408 CHF | 99.97% | 99.97% |
14.05.2024 | 0.79% | 1.32 CHF | 1.33 CHF | 50'000 | 50'000 | 49'969 | 49'969 | 62'940 CHF | 63'440 CHF | 99.93% | 99.93% |
13.05.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'534 CHF | 65'034 CHF | 100.00% | 100.00% |
10.05.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'617 CHF | 65'117 CHF | 100.00% | 100.00% |
08.05.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'545 CHF | 61'045 CHF | 99.03% | 99.03% |
07.05.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 49'946 | 49'946 | 59'964 CHF | 60'464 CHF | 100.00% | 100.00% |