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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 1.72% | 1.22 CHF | 1.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'660 CHF | 63'747 CHF | 98.34% | 98.34% |
16.05.2024 | 1.68% | 1.28 CHF | 1.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'987 CHF | 66'088 CHF | 84.73% | 84.73% |
15.05.2024 | 1.80% | 1.30 CHF | 1.32 CHF | 50'000 | 50'000 | 50'000 | 49'448 | 59'821 CHF | 60'220 CHF | 90.37% | 90.37% |
14.05.2024 | 1.88% | 1.10 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'154 CHF | 57'222 CHF | 98.81% | 98.81% |
13.05.2024 | 1.89% | 1.14 CHF | 1.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'584 CHF | 57'664 CHF | 94.00% | 94.00% |
10.05.2024 | 1.82% | 1.21 CHF | 1.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'657 CHF | 59'733 CHF | 91.46% | 91.46% |
08.05.2024 | 1.88% | 1.12 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'361 CHF | 57'428 CHF | 86.23% | 86.23% |
07.05.2024 | 1.93% | 1.10 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'749 CHF | 55'813 CHF | 97.06% | 97.06% |
06.05.2024 | 1.97% | 1.07 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'369 CHF | 54'430 CHF | 99.79% | 99.79% |
03.05.2024 | 2.03% | 1.07 CHF | 1.09 CHF | 50'000 | 50'000 | 52'229 | 50'000 | 53'115 CHF | 51'954 CHF | 97.56% | 97.56% |