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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.76% | 1.30 CHF | 1.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'461 CHF | 65'961 CHF | 99.54% | 99.54% |
22.05.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'030 CHF | 63'530 CHF | 98.44% | 98.44% |
21.05.2024 | 0.82% | 1.26 CHF | 1.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'924 CHF | 61'424 CHF | 100.00% | 100.00% |
17.05.2024 | 0.81% | 1.25 CHF | 1.26 CHF | 50'000 | 50'000 | 50'000 | 49'998 | 61'279 CHF | 61'777 CHF | 100.00% | 100.00% |
16.05.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'489 CHF | 61'989 CHF | 99.82% | 99.82% |
15.05.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'091 CHF | 62'591 CHF | 100.00% | 100.00% |
14.05.2024 | 0.85% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'497 CHF | 58'997 CHF | 99.72% | 99.72% |
13.05.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'902 CHF | 59'402 CHF | 100.00% | 100.00% |
10.05.2024 | 0.92% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'297 CHF | 54'797 CHF | 100.00% | 100.00% |
08.05.2024 | 0.94% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'711 CHF | 53'211 CHF | 100.00% | 100.00% |