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 | 1.02% | 0.96 CHF | 0.97 CHF | 60'000 | 50'000 | 59'821 | 50'000 | 58'132 CHF | 49'093 CHF | 99.30% | 99.30% |
15.05.2024 | 0.98% | 1.03 CHF | 1.04 CHF | 50'000 | 50'000 | 50'000 | 49'489 | 51'586 CHF | 51'561 CHF | 98.93% | 98.93% |
14.05.2024 | 0.94% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 49'362 | 49'362 | 52'978 CHF | 53'476 CHF | 99.99% | 99.99% |
13.05.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'578 CHF | 55'078 CHF | 100.00% | 100.00% |
10.05.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'402 CHF | 55'902 CHF | 100.00% | 100.00% |
08.05.2024 | 0.86% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'696 CHF | 58'196 CHF | 100.00% | 100.00% |
07.05.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'080 CHF | 60'580 CHF | 96.76% | 96.76% |
06.05.2024 | 0.82% | 1.24 CHF | 1.25 CHF | 50'000 | 50'000 | 49'876 | 49'876 | 60'657 CHF | 61'157 CHF | 100.00% | 100.00% |
03.05.2024 | 1.57% | 1.24 CHF | 1.26 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 31'621 CHF | 32'121 CHF | 98.64% | 98.64% |
02.05.2024 | 1.34% | 1.32 CHF | 1.34 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 32'398 CHF | 32'837 CHF | 99.13% | 99.13% |