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% | 1.53 CHF | 1.54 CHF | 50'000 | 50'000 | 41'277 | 28'192 | 62'307 CHF | 42'851 CHF | 89.21% | 89.21% |
15.05.2024 | 1.10% | 1.45 CHF | 1.48 CHF | 5'000 | 5'000 | 39'282 | 20'974 | 48'403 CHF | 26'208 CHF | 99.08% | 99.08% |
14.05.2024 | 0.86% | 1.19 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 29'761 | 57'649 CHF | 34'634 CHF | 88.96% | 88.96% |
13.05.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 30'446 | 58'895 CHF | 35'920 CHF | 98.94% | 98.94% |
10.05.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 30'379 | 58'735 CHF | 36'069 CHF | 97.64% | 97.64% |
08.05.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 30'420 | 60'902 CHF | 37'476 CHF | 99.40% | 99.40% |
07.05.2024 | 0.78% | 1.24 CHF | 1.25 CHF | 50'000 | 50'000 | 42'432 | 30'517 | 53'891 CHF | 38'860 CHF | 98.16% | 98.16% |
06.05.2024 | 0.84% | 1.31 CHF | 1.32 CHF | 50'000 | 50'000 | 50'000 | 30'489 | 59'685 CHF | 37'223 CHF | 98.15% | 98.15% |
03.05.2024 | 0.98% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 55'653 | 30'408 | 56'571 CHF | 31'708 CHF | 99.32% | 99.32% |
02.05.2024 | 1.12% | 0.93 CHF | 0.94 CHF | 60'000 | 50'000 | 60'034 | 30'500 | 53'480 CHF | 27'479 CHF | 98.01% | 98.01% |