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 | 0.69% | 1.46 CHF | 1.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'514 CHF | 73'014 CHF | 99.30% | 99.30% |
15.05.2024 | 0.73% | 1.39 CHF | 1.40 CHF | 50'000 | 50'000 | 49'796 | 49'489 | 69'198 CHF | 69'270 CHF | 98.93% | 98.93% |
14.05.2024 | 0.76% | 1.38 CHF | 1.39 CHF | 50'000 | 50'000 | 49'362 | 49'362 | 66'590 CHF | 67'090 CHF | 99.99% | 99.99% |
13.05.2024 | 0.75% | 1.35 CHF | 1.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'742 CHF | 67'242 CHF | 100.00% | 100.00% |
10.05.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'771 CHF | 66'271 CHF | 100.00% | 100.00% |
08.05.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'579 CHF | 64'079 CHF | 100.00% | 100.00% |
07.05.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'251 CHF | 61'751 CHF | 98.92% | 98.92% |
06.05.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 50'000 | 50'000 | 49'876 | 49'876 | 60'452 CHF | 60'952 CHF | 100.00% | 100.00% |
03.05.2024 | 1.72% | 1.18 CHF | 1.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'879 CHF | 29'379 CHF | 98.64% | 98.64% |
02.05.2024 | 1.61% | 1.10 CHF | 1.12 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'205 CHF | 28'663 CHF | 99.13% | 99.13% |