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 | 1.20% | 0.83 CHF | 0.84 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 41'500 CHF | 42'000 CHF | 99.77% | 99.77% |
15.05.2024 | 1.24% | 0.82 CHF | 0.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 40'032 CHF | 40'532 CHF | 100.00% | 100.00% |
14.05.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 40'125 CHF | 40'625 CHF | 99.25% | 99.25% |
13.05.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'200 CHF | 38'700 CHF | 100.00% | 100.00% |
10.05.2024 | 1.27% | 0.82 CHF | 0.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'163 CHF | 39'663 CHF | 100.00% | 100.00% |
08.05.2024 | 1.40% | 0.73 CHF | 0.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 35'555 CHF | 36'055 CHF | 100.00% | 100.00% |
07.05.2024 | 1.57% | 0.69 CHF | 0.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'695 CHF | 32'195 CHF | 99.75% | 99.75% |
06.05.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 34'637 CHF | 35'137 CHF | 99.51% | 99.51% |
03.05.2024 | 1.50% | 0.65 CHF | 0.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 33'132 CHF | 33'632 CHF | 99.71% | 99.71% |
02.05.2024 | 1.62% | 0.63 CHF | 0.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 30'667 CHF | 31'167 CHF | 100.00% | 100.00% |