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 | 2.16% | 7.03 CHF | 7.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 343'754 CHF | 351'254 CHF | 86.97% | 86.97% |
15.05.2024 | 1.98% | 7.28 CHF | 7.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 374'942 CHF | 382'442 CHF | 99.96% | 99.96% |
14.05.2024 | 1.88% | 7.68 CHF | 7.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 394'843 CHF | 402'343 CHF | 99.98% | 99.98% |
13.05.2024 | 1.82% | 8.10 CHF | 8.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 409'211 CHF | 416'711 CHF | 99.95% | 99.95% |
10.05.2024 | 1.83% | 8.10 CHF | 8.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 405'390 CHF | 412'890 CHF | 94.52% | 94.52% |
08.05.2024 | 2.00% | 7.47 CHF | 7.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 371'763 CHF | 379'263 CHF | 99.99% | 99.99% |
07.05.2024 | 1.93% | 7.59 CHF | 7.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 385'325 CHF | 392'825 CHF | 93.95% | 93.95% |
06.05.2024 | 1.98% | 7.56 CHF | 7.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 375'981 CHF | 383'481 CHF | 100.00% | 100.00% |
03.05.2024 | 2.02% | 7.08 CHF | 7.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 367'872 CHF | 375'372 CHF | 99.73% | 99.73% |
02.05.2024 | 2.03% | 7.61 CHF | 7.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 365'648 CHF | 373'148 CHF | 99.83% | 99.83% |