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 | 0.69% | 1.38 CHF | 1.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'273 CHF | 72'773 CHF | 99.07% | 99.07% |
15.05.2024 | 0.69% | 1.51 CHF | 1.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'708 CHF | 73'208 CHF | 98.58% | 98.58% |
14.05.2024 | 0.71% | 1.44 CHF | 1.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'274 CHF | 70'774 CHF | 91.20% | 91.20% |
13.05.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'775 CHF | 71'275 CHF | 99.95% | 99.95% |
10.05.2024 | 0.69% | 1.40 CHF | 1.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'429 CHF | 72'929 CHF | 99.87% | 99.87% |
08.05.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'021 CHF | 60'521 CHF | 100.00% | 100.00% |
07.05.2024 | 0.99% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 62'139 | 62'139 | 62'277 CHF | 62'898 CHF | 100.00% | 100.00% |
06.05.2024 | 1.15% | 0.89 CHF | 0.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'068 CHF | 65'818 CHF | 100.00% | 100.00% |
03.05.2024 | 1.30% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'504 CHF | 58'254 CHF | 97.00% | 97.00% |
02.05.2024 | 1.37% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 54'528 CHF | 55'278 CHF | 100.00% | 100.00% |