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 | 0.66% | 1.46 CHF | 1.47 CHF | 50'000 | 50'000 | 42'186 | 30'465 | 63'666 CHF | 46'125 CHF | 98.90% | 98.90% |
15.05.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 50'000 | 50'000 | 42'220 | 30'549 | 58'992 CHF | 43'127 CHF | 97.53% | 97.53% |
14.05.2024 | 0.77% | 1.39 CHF | 1.40 CHF | 50'000 | 50'000 | 42'268 | 30'572 | 55'033 CHF | 40'080 CHF | 97.12% | 97.12% |
13.05.2024 | 0.70% | 1.31 CHF | 1.32 CHF | 50'000 | 50'000 | 42'122 | 30'306 | 59'751 CHF | 42'917 CHF | 99.01% | 99.01% |
10.05.2024 | 0.67% | 1.40 CHF | 1.41 CHF | 50'000 | 50'000 | 42'163 | 30'407 | 62'764 CHF | 45'345 CHF | 97.15% | 97.15% |
08.05.2024 | 0.73% | 1.46 CHF | 1.47 CHF | 50'000 | 50'000 | 42'173 | 30'433 | 57'751 CHF | 42'200 CHF | 98.41% | 98.41% |
07.05.2024 | 0.78% | 1.33 CHF | 1.34 CHF | 50'000 | 50'000 | 42'192 | 30'479 | 53'855 CHF | 39'203 CHF | 98.76% | 98.76% |
06.05.2024 | 0.89% | 1.17 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 30'461 | 55'780 CHF | 34'322 CHF | 99.03% | 99.03% |
03.05.2024 | 1.11% | 1.03 CHF | 1.04 CHF | 50'000 | 50'000 | 58'507 | 30'498 | 52'437 CHF | 28'459 CHF | 96.76% | 96.76% |
02.05.2024 | 1.16% | 0.82 CHF | 0.83 CHF | 70'000 | 50'000 | 62'595 | 30'390 | 53'518 CHF | 25'964 CHF | 98.70% | 98.70% |