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 | 0.96% | 1.14 CHF | 1.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'184 CHF | 59'755 CHF | 84.78% | 84.78% |
15.05.2024 | 1.05% | 1.20 CHF | 1.21 CHF | 50'000 | 50'000 | 50'000 | 49'737 | 57'637 CHF | 57'934 CHF | 91.18% | 91.18% |
14.05.2024 | 1.96% | 1.13 CHF | 1.15 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 27'268 CHF | 27'809 CHF | 93.75% | 93.75% |
13.05.2024 | 1.88% | 1.12 CHF | 1.14 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'498 CHF | 29'039 CHF | 98.44% | 98.44% |
10.05.2024 | 1.53% | 1.16 CHF | 1.18 CHF | 25'000 | 25'000 | 34'826 | 34'826 | 39'688 CHF | 40'236 CHF | 83.34% | 83.34% |
08.05.2024 | 1.07% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'400 CHF | 52'964 CHF | 99.43% | 99.43% |
07.05.2024 | 1.13% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 53'989 | 50'000 | 53'860 CHF | 50'506 CHF | 96.13% | 96.13% |
06.05.2024 | 1.21% | 1.00 CHF | 1.02 CHF | 50'000 | 50'000 | 59'162 | 50'000 | 57'582 CHF | 49'279 CHF | 97.81% | 97.81% |
03.05.2024 | 1.24% | 0.95 CHF | 0.96 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'679 CHF | 46'979 CHF | 92.12% | 92.12% |
02.05.2024 | 1.31% | 0.90 CHF | 0.92 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'853 CHF | 45'470 CHF | 99.13% | 99.13% |