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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.95% | 0.99 CHF | 1.00 CHF | 60'000 | 50'000 | 51'566 | 30'484 | 53'861 CHF | 31'873 CHF | 98.64% | 98.64% |
22.05.2024 | 1.05% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 57'987 | 30'618 | 54'902 CHF | 29'800 CHF | 96.19% | 96.19% |
21.05.2024 | 1.02% | 0.95 CHF | 0.96 CHF | 60'000 | 50'000 | 59'929 | 30'423 | 58'221 CHF | 29'837 CHF | 99.60% | 99.60% |
17.05.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 50'000 | 50'000 | 50'021 | 30'346 | 52'425 CHF | 32'002 CHF | 98.84% | 98.84% |
16.05.2024 | 0.85% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 30'464 | 58'483 CHF | 35'714 CHF | 98.90% | 98.90% |
15.05.2024 | 0.95% | 1.08 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 30'548 | 52'650 CHF | 32'666 CHF | 97.51% | 97.51% |
14.05.2024 | 1.04% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 59'585 | 30'570 | 57'129 CHF | 29'586 CHF | 97.11% | 97.11% |
13.05.2024 | 0.92% | 0.97 CHF | 0.98 CHF | 60'000 | 50'000 | 51'345 | 30'305 | 55'364 CHF | 32'548 CHF | 99.00% | 99.00% |
10.05.2024 | 0.87% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 30'407 | 57'448 CHF | 34'926 CHF | 97.15% | 97.15% |
08.05.2024 | 0.97% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 51'759 | 30'432 | 52'852 CHF | 31'757 CHF | 98.40% | 98.40% |