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 | 1.48% | 1.04 CHF | 1.05 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 54'217 CHF | 27'513 CHF | 99.25% | 99.25% |
15.05.2024 | 1.50% | 1.08 CHF | 1.09 CHF | 50'000 | 25'000 | 50'000 | 24'952 | 53'665 CHF | 27'186 CHF | 98.90% | 98.90% |
14.05.2024 | 1.38% | 1.10 CHF | 1.12 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 54'932 CHF | 27'847 CHF | 95.76% | 95.76% |
13.05.2024 | 1.50% | 1.11 CHF | 1.12 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 54'894 CHF | 27'862 CHF | 91.37% | 91.37% |
10.05.2024 | 1.40% | 1.09 CHF | 1.11 CHF | 50'000 | 25'000 | 46'109 | 23'703 | 52'075 CHF | 27'124 CHF | 100.00% | 100.00% |
08.05.2024 | 1.12% | 1.30 CHF | 1.32 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 53'559 CHF | 33'852 CHF | 100.00% | 100.00% |
07.05.2024 | 1.14% | 1.36 CHF | 1.37 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 52'592 CHF | 33'245 CHF | 97.06% | 97.06% |
06.05.2024 | 1.08% | 1.37 CHF | 1.39 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 56'320 CHF | 35'584 CHF | 96.91% | 96.91% |
03.05.2024 | 0.99% | 1.45 CHF | 1.46 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 57'485 CHF | 36'285 CHF | 97.92% | 97.92% |
02.05.2024 | 1.04% | 1.45 CHF | 1.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'513 CHF | 73'273 CHF | 99.40% | 99.40% |