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 | 1.51% | 1.33 CHF | 1.35 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 65'987 CHF | 66'978 CHF | 99.92% | 99.92% |
15.05.2024 | 1.02% | 1.53 CHF | 1.55 CHF | 50'000 | 50'000 | 49'565 | 49'565 | 97'728 CHF | 98'720 CHF | 99.66% | 99.66% |
14.05.2024 | 0.85% | 2.31 CHF | 2.33 CHF | 50'000 | 50'000 | 49'578 | 49'578 | 117'435 CHF | 118'427 CHF | 99.83% | 99.83% |
13.05.2024 | 0.79% | 2.58 CHF | 2.60 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 126'909 CHF | 127'900 CHF | 100.00% | 100.00% |
10.05.2024 | 0.90% | 2.57 CHF | 2.59 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 111'529 CHF | 112'521 CHF | 99.97% | 99.97% |
08.05.2024 | 0.59% | 3.31 CHF | 3.33 CHF | 50'000 | 50'000 | 49'527 | 49'527 | 170'246 CHF | 171'238 CHF | 100.00% | 100.00% |
07.05.2024 | 0.60% | 3.36 CHF | 3.38 CHF | 50'000 | 50'000 | 49'529 | 49'529 | 167'326 CHF | 168'318 CHF | 99.71% | 99.71% |
06.05.2024 | 0.58% | 3.42 CHF | 3.44 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 172'506 CHF | 173'497 CHF | 99.72% | 99.72% |
03.05.2024 | 0.49% | 4.25 CHF | 4.27 CHF | 50'000 | 50'000 | 49'779 | 49'779 | 204'724 CHF | 205'720 CHF | 96.06% | 96.06% |
02.05.2024 | 0.47% | 4.06 CHF | 4.08 CHF | 50'000 | 50'000 | 49'528 | 49'528 | 210'550 CHF | 211'542 CHF | 99.50% | 99.50% |