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 | 0.52% | 1.90 CHF | 1.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 95'820 CHF | 96'320 CHF | 99.88% | 99.88% |
15.05.2024 | 0.52% | 1.88 CHF | 1.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 95'540 CHF | 96'040 CHF | 100.00% | 100.00% |
14.05.2024 | 0.54% | 1.90 CHF | 1.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 92'788 CHF | 93'288 CHF | 99.79% | 99.79% |
13.05.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 97'055 CHF | 97'555 CHF | 100.00% | 100.00% |
10.05.2024 | 0.51% | 1.93 CHF | 1.94 CHF | 50'000 | 50'000 | 50'000 | 49'995 | 97'395 CHF | 97'884 CHF | 100.00% | 100.00% |
08.05.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 92'687 CHF | 93'187 CHF | 100.00% | 100.00% |
07.05.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 86'265 CHF | 86'765 CHF | 99.84% | 99.84% |
06.05.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'237 CHF | 81'737 CHF | 99.82% | 99.82% |
03.05.2024 | 0.67% | 1.47 CHF | 1.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'872 CHF | 75'372 CHF | 100.00% | 100.00% |
02.05.2024 | 0.61% | 1.60 CHF | 1.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'257 CHF | 81'757 CHF | 100.00% | 100.00% |