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 | 0.83% | 1.20 CHF | 1.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'646 CHF | 60'146 CHF | 99.30% | 99.30% |
15.05.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 49'489 | 56'719 CHF | 56'638 CHF | 98.93% | 98.93% |
14.05.2024 | 0.94% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 49'362 | 49'362 | 53'881 CHF | 54'381 CHF | 99.99% | 99.99% |
13.05.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'877 CHF | 54'377 CHF | 100.00% | 100.00% |
10.05.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'098 CHF | 53'598 CHF | 100.00% | 100.00% |
08.05.2024 | 0.98% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 50'952 | 50'000 | 51'737 CHF | 51'304 CHF | 100.00% | 100.00% |
07.05.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 58'188 CHF | 48'990 CHF | 96.76% | 96.76% |
06.05.2024 | 1.04% | 0.93 CHF | 0.94 CHF | 60'000 | 50'000 | 59'597 | 49'876 | 57'045 CHF | 48'248 CHF | 100.00% | 100.00% |
03.05.2024 | 2.20% | 0.93 CHF | 0.95 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'486 CHF | 22'986 CHF | 98.64% | 98.64% |
02.05.2024 | 2.27% | 0.85 CHF | 0.87 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'777 CHF | 22'277 CHF | 99.13% | 99.13% |