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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'667 CHF | 65'167 CHF | 100.00% | 100.00% |
16.05.2024 | 0.79% | 1.29 CHF | 1.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'943 CHF | 63'443 CHF | 99.29% | 99.29% |
15.05.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 50'000 | 50'000 | 50'000 | 49'753 | 61'264 CHF | 61'457 CHF | 98.93% | 98.93% |
14.05.2024 | 0.86% | 1.20 CHF | 1.21 CHF | 50'000 | 50'000 | 49'363 | 49'363 | 58'338 CHF | 58'838 CHF | 99.99% | 99.99% |
13.05.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'300 CHF | 59'800 CHF | 100.00% | 100.00% |
10.05.2024 | 0.83% | 1.18 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'658 CHF | 60'158 CHF | 100.00% | 100.00% |
08.05.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'220 CHF | 57'720 CHF | 100.00% | 100.00% |
07.05.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'927 CHF | 58'427 CHF | 98.41% | 98.41% |
06.05.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'072 CHF | 55'572 CHF | 100.00% | 100.00% |
03.05.2024 | 0.92% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'375 CHF | 54'875 CHF | 98.63% | 98.63% |