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 | 1.06% | 1.03 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'246 CHF | 55'833 CHF | 88.56% | 88.56% |
15.05.2024 | 1.18% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 50'465 | 49'742 | 53'107 CHF | 52'984 CHF | 92.57% | 92.57% |
14.05.2024 | 2.26% | 1.01 CHF | 1.03 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 23'955 CHF | 24'501 CHF | 99.99% | 99.99% |
13.05.2024 | 2.11% | 1.00 CHF | 1.02 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 25'891 CHF | 26'442 CHF | 100.00% | 100.00% |
10.05.2024 | 1.72% | 1.05 CHF | 1.07 CHF | 25'000 | 25'000 | 35'234 | 34'894 | 36'698 CHF | 36'929 CHF | 83.72% | 83.72% |
08.05.2024 | 1.28% | 0.88 CHF | 0.89 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'867 CHF | 45'465 CHF | 99.64% | 99.64% |
07.05.2024 | 1.45% | 0.84 CHF | 0.85 CHF | 60'000 | 50'000 | 67'958 | 50'000 | 55'323 CHF | 41'345 CHF | 97.06% | 97.06% |
06.05.2024 | 1.53% | 0.82 CHF | 0.83 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'873 CHF | 39'800 CHF | 100.00% | 100.00% |
03.05.2024 | 1.49% | 0.74 CHF | 0.75 CHF | 70'000 | 50'000 | 76'273 | 50'000 | 53'796 CHF | 35'871 CHF | 97.48% | 97.48% |
02.05.2024 | 1.73% | 0.67 CHF | 0.68 CHF | 80'000 | 50'000 | 80'255 | 50'000 | 52'619 CHF | 33'360 CHF | 99.40% | 99.40% |