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 | 1.03% | 1.28 CHF | 1.29 CHF | 50'000 | 50'000 | 37'320 | 37'320 | 47'089 CHF | 47'535 CHF | 99.32% | 99.32% |
15.05.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 50'000 | 50'000 | 49'902 | 49'756 | 62'111 CHF | 62'425 CHF | 98.93% | 98.93% |
14.05.2024 | 0.84% | 1.24 CHF | 1.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'066 CHF | 59'566 CHF | 97.33% | 97.33% |
13.05.2024 | 0.94% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'949 CHF | 53'449 CHF | 100.00% | 100.00% |
10.05.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'377 CHF | 53'877 CHF | 100.00% | 100.00% |
08.05.2024 | 0.93% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'262 CHF | 53'762 CHF | 100.00% | 100.00% |
07.05.2024 | 0.98% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 51'575 | 50'000 | 52'126 CHF | 51'067 CHF | 99.98% | 99.98% |
06.05.2024 | 1.01% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 56'726 | 49'867 | 55'881 CHF | 49'664 CHF | 100.00% | 100.00% |
03.05.2024 | 1.68% | 0.91 CHF | 0.92 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'780 CHF | 23'166 CHF | 98.61% | 98.61% |
02.05.2024 | 1.73% | 0.94 CHF | 0.96 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 33'738 CHF | 34'326 CHF | 99.13% | 99.13% |