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 | 0.87% | 1.80 CHF | 1.81 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 52'557 CHF | 44'180 CHF | 99.25% | 99.25% |
15.05.2024 | 0.87% | 1.76 CHF | 1.77 CHF | 30'000 | 25'000 | 30'000 | 24'952 | 52'889 CHF | 44'374 CHF | 98.73% | 98.73% |
14.05.2024 | 0.89% | 1.73 CHF | 1.75 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 52'179 CHF | 43'870 CHF | 95.83% | 95.83% |
13.05.2024 | 0.94% | 1.73 CHF | 1.75 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 52'204 CHF | 43'913 CHF | 91.37% | 91.37% |
10.05.2024 | 0.90% | 1.75 CHF | 1.77 CHF | 30'000 | 25'000 | 28'184 | 23'703 | 48'316 CHF | 40'991 CHF | 100.00% | 100.00% |
08.05.2024 | 1.03% | 1.61 CHF | 1.63 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 63'077 CHF | 39'830 CHF | 100.00% | 100.00% |
07.05.2024 | 0.93% | 1.56 CHF | 1.58 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 64'104 CHF | 40'439 CHF | 97.06% | 97.06% |
06.05.2024 | 0.95% | 1.55 CHF | 1.56 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 60'384 CHF | 38'101 CHF | 96.91% | 96.91% |
03.05.2024 | 1.00% | 1.47 CHF | 1.49 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 59'403 CHF | 37'501 CHF | 97.92% | 97.92% |
02.05.2024 | 1.00% | 1.47 CHF | 1.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'561 CHF | 74'299 CHF | 99.40% | 99.40% |