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 | 0.85% | 1.19 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 30'431 | 58'276 CHF | 35'740 CHF | 99.67% | 99.67% |
15.05.2024 | 0.81% | 1.17 CHF | 1.18 CHF | 50'000 | 50'000 | 45'816 | 30'545 | 56'217 CHF | 37'513 CHF | 97.61% | 97.61% |
14.05.2024 | 0.86% | 1.26 CHF | 1.27 CHF | 50'000 | 50'000 | 50'000 | 30'485 | 57'609 CHF | 35'740 CHF | 98.69% | 98.69% |
13.05.2024 | 0.91% | 1.15 CHF | 1.16 CHF | 50'000 | 50'000 | 50'000 | 30'436 | 54'862 CHF | 34'006 CHF | 99.57% | 99.57% |
10.05.2024 | 0.87% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 30'328 | 57'176 CHF | 34'731 CHF | 98.60% | 98.60% |
08.05.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 30'430 | 59'466 CHF | 36'351 CHF | 99.66% | 99.66% |
07.05.2024 | 0.76% | 1.29 CHF | 1.30 CHF | 50'000 | 50'000 | 42'174 | 30'434 | 55'208 CHF | 39'984 CHF | 99.60% | 99.60% |
06.05.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 50'000 | 50'000 | 42'172 | 30'430 | 56'453 CHF | 41'153 CHF | 99.66% | 99.66% |
03.05.2024 | 0.77% | 1.26 CHF | 1.27 CHF | 50'000 | 50'000 | 42'171 | 30'427 | 54'320 CHF | 39'574 CHF | 99.65% | 99.65% |
02.05.2024 | 0.75% | 1.28 CHF | 1.29 CHF | 50'000 | 50'000 | 42'122 | 30'304 | 56'061 CHF | 40'393 CHF | 98.48% | 98.48% |