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 | 2.29% | 1.28 CHF | 1.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'454 CHF | 63'900 CHF | 98.83% | 98.83% |
15.05.2024 | 2.42% | 1.17 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 49'487 | 59'288 CHF | 60'103 CHF | 98.95% | 98.95% |
14.05.2024 | 2.40% | 1.16 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'860 CHF | 62'335 CHF | 100.00% | 100.00% |
13.05.2024 | 2.46% | 1.25 CHF | 1.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'933 CHF | 64'498 CHF | 100.00% | 100.00% |
10.05.2024 | 2.71% | 1.31 CHF | 1.34 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 55'135 CHF | 35'405 CHF | 99.98% | 99.98% |
08.05.2024 | 2.56% | 1.55 CHF | 1.59 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 62'097 CHF | 39'816 CHF | 100.00% | 100.00% |
07.05.2024 | 2.68% | 1.66 CHF | 1.71 CHF | 40'000 | 25'000 | 30'113 | 25'000 | 53'048 CHF | 45'244 CHF | 98.92% | 98.92% |
06.05.2024 | 2.51% | 1.97 CHF | 2.02 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 56'824 CHF | 48'558 CHF | 100.00% | 100.00% |
03.05.2024 | 2.31% | 2.00 CHF | 2.04 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 57'085 CHF | 48'683 CHF | 98.15% | 98.15% |
02.05.2024 | 2.38% | 1.85 CHF | 1.89 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 54'645 CHF | 46'632 CHF | 98.99% | 98.99% |