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 | 0.88% | 2.44 CHF | 2.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 125'479 CHF | 126'588 CHF | 84.78% | 84.78% |
15.05.2024 | 0.91% | 2.53 CHF | 2.55 CHF | 50'000 | 50'000 | 49'785 | 49'738 | 122'525 CHF | 123'521 CHF | 91.22% | 91.22% |
14.05.2024 | 1.33% | 2.42 CHF | 2.45 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 59'243 CHF | 60'037 CHF | 96.99% | 96.99% |
13.05.2024 | 1.31% | 2.41 CHF | 2.45 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 60'826 CHF | 61'629 CHF | 65.67% | 65.67% |
10.05.2024 | 1.05% | 2.64 CHF | 2.67 CHF | 25'000 | 25'000 | 34'826 | 34'826 | 91'552 CHF | 92'462 CHF | 83.34% | 83.34% |
08.05.2024 | 0.88% | 2.46 CHF | 2.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 124'079 CHF | 125'179 CHF | 99.43% | 99.43% |
07.05.2024 | 0.91% | 2.43 CHF | 2.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 119'874 CHF | 120'972 CHF | 96.12% | 96.12% |
06.05.2024 | 0.88% | 2.40 CHF | 2.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 118'387 CHF | 119'437 CHF | 97.81% | 97.81% |
03.05.2024 | 0.95% | 2.32 CHF | 2.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 114'221 CHF | 115'309 CHF | 91.56% | 91.56% |
02.05.2024 | 0.95% | 2.25 CHF | 2.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 111'788 CHF | 112'860 CHF | 99.40% | 99.40% |