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 | 1.13% | 0.88 CHF | 0.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 43'859 CHF | 44'359 CHF | 99.91% | 99.91% |
15.05.2024 | 1.10% | 0.88 CHF | 0.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 45'276 CHF | 45'776 CHF | 100.00% | 100.00% |
14.05.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 46'965 CHF | 47'465 CHF | 99.76% | 99.76% |
13.05.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 46'884 CHF | 47'384 CHF | 100.00% | 100.00% |
10.05.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 47'102 CHF | 47'602 CHF | 100.00% | 100.00% |
08.05.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 49'276 CHF | 49'776 CHF | 96.88% | 96.88% |
07.05.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 47'486 CHF | 47'986 CHF | 99.83% | 99.83% |
06.05.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 46'359 CHF | 46'859 CHF | 99.77% | 99.77% |
03.05.2024 | 1.04% | 0.94 CHF | 0.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 48'030 CHF | 48'530 CHF | 100.00% | 100.00% |
02.05.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'258 CHF | 51'758 CHF | 100.00% | 100.00% |