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 | 0.92% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'067 CHF | 54'567 CHF | 99.30% | 99.30% |
15.05.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 50'000 | 49'489 | 51'133 CHF | 51'109 CHF | 98.93% | 98.93% |
14.05.2024 | 1.04% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 55'938 | 49'362 | 54'793 CHF | 48'923 CHF | 99.99% | 99.99% |
13.05.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 58'002 CHF | 48'835 CHF | 100.00% | 100.00% |
10.05.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'948 CHF | 47'957 CHF | 100.00% | 100.00% |
08.05.2024 | 1.10% | 0.92 CHF | 0.93 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'196 CHF | 45'664 CHF | 100.00% | 100.00% |
07.05.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 51'347 CHF | 43'289 CHF | 97.79% | 97.79% |
06.05.2024 | 1.18% | 0.82 CHF | 0.83 CHF | 70'000 | 50'000 | 63'481 | 49'876 | 53'601 CHF | 42'680 CHF | 100.00% | 100.00% |
03.05.2024 | 2.24% | 0.82 CHF | 0.84 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'703 CHF | 20'149 CHF | 98.63% | 98.63% |
02.05.2024 | 2.60% | 0.74 CHF | 0.76 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'995 CHF | 19'495 CHF | 99.13% | 99.13% |