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 | 0.99% | 1.03 CHF | 1.04 CHF | 50'000 | 50'000 | 51'097 | 30'429 | 51'417 CHF | 30'907 CHF | 99.64% | 99.64% |
15.05.2024 | 0.93% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 50'063 | 30'544 | 53'623 CHF | 32'666 CHF | 97.59% | 97.59% |
14.05.2024 | 1.00% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 57'303 | 30'482 | 56'773 CHF | 30'885 CHF | 98.66% | 98.66% |
13.05.2024 | 1.06% | 0.99 CHF | 1.00 CHF | 60'000 | 50'000 | 58'919 | 30'435 | 55'212 CHF | 29'170 CHF | 99.55% | 99.55% |
10.05.2024 | 1.01% | 0.91 CHF | 0.92 CHF | 60'000 | 50'000 | 55'427 | 30'329 | 54'462 CHF | 29'900 CHF | 98.58% | 98.58% |
08.05.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 52'551 | 30'429 | 53'982 CHF | 31'505 CHF | 99.64% | 99.64% |
07.05.2024 | 0.86% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 30'432 | 57'619 CHF | 35'150 CHF | 99.57% | 99.57% |
06.05.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 30'429 | 58'944 CHF | 36'335 CHF | 99.64% | 99.64% |
03.05.2024 | 0.88% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 30'425 | 56'422 CHF | 34'745 CHF | 99.61% | 99.61% |
02.05.2024 | 0.85% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 30'341 | 58'726 CHF | 35'595 CHF | 98.65% | 98.65% |