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 | 1.10% | 0.91 CHF | 0.92 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 45'032 CHF | 45'532 CHF | 99.76% | 99.76% |
15.05.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 45'387 CHF | 45'887 CHF | 100.00% | 100.00% |
14.05.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 46'674 CHF | 47'174 CHF | 100.00% | 100.00% |
13.05.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 47'828 CHF | 48'328 CHF | 100.00% | 100.00% |
10.05.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 47'421 CHF | 47'921 CHF | 100.00% | 100.00% |
08.05.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 48'416 CHF | 48'916 CHF | 100.00% | 100.00% |
07.05.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 48'046 CHF | 48'546 CHF | 100.00% | 100.00% |
06.05.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 48'509 CHF | 49'009 CHF | 99.52% | 99.52% |
03.05.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 48'470 CHF | 48'970 CHF | 99.70% | 99.70% |
02.05.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 49'475 CHF | 49'975 CHF | 100.00% | 100.00% |