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 | 0.89% | 1.13 CHF | 1.14 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 55'901 CHF | 28'201 CHF | 99.32% | 99.32% |
15.05.2024 | 0.91% | 1.12 CHF | 1.13 CHF | 50'000 | 25'000 | 50'000 | 24'951 | 55'474 CHF | 27'934 CHF | 98.94% | 98.94% |
14.05.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'783 CHF | 55'283 CHF | 99.99% | 99.99% |
13.05.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'040 CHF | 52'540 CHF | 100.00% | 100.00% |
10.05.2024 | 0.98% | 0.99 CHF | 1.00 CHF | 60'000 | 50'000 | 52'415 | 50'000 | 53'363 CHF | 51'478 CHF | 100.00% | 100.00% |
08.05.2024 | 0.98% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 50'566 | 50'000 | 51'567 CHF | 51'507 CHF | 100.00% | 100.00% |
07.05.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 50'000 | 50'000 | 53'234 | 50'000 | 53'132 CHF | 50'472 CHF | 98.26% | 98.26% |
06.05.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 52'232 CHF | 37'808 CHF | 100.00% | 100.00% |
03.05.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 70'000 | 50'000 | 72'167 | 50'000 | 52'577 CHF | 36'984 CHF | 98.63% | 98.63% |
02.05.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 52'092 CHF | 33'058 CHF | 99.12% | 99.12% |