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 | 0.67% | 1.98 CHF | 1.99 CHF | 50'000 | 50'000 | 37'320 | 37'320 | 73'323 CHF | 73'775 CHF | 99.32% | 99.32% |
15.05.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 50'000 | 50'000 | 49'801 | 49'752 | 96'990 CHF | 97'390 CHF | 98.95% | 98.95% |
14.05.2024 | 0.53% | 1.95 CHF | 1.96 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 94'177 CHF | 94'677 CHF | 97.32% | 97.32% |
13.05.2024 | 0.57% | 1.81 CHF | 1.82 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 88'047 CHF | 88'547 CHF | 100.00% | 100.00% |
10.05.2024 | 0.56% | 1.76 CHF | 1.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 88'482 CHF | 88'982 CHF | 100.00% | 100.00% |
08.05.2024 | 0.56% | 1.75 CHF | 1.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 88'356 CHF | 88'856 CHF | 100.00% | 100.00% |
07.05.2024 | 0.58% | 1.75 CHF | 1.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'648 CHF | 86'148 CHF | 99.98% | 99.98% |
06.05.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 50'000 | 50'000 | 49'867 | 49'867 | 84'125 CHF | 84'624 CHF | 100.00% | 100.00% |
03.05.2024 | 0.95% | 1.61 CHF | 1.62 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 40'308 CHF | 40'693 CHF | 98.63% | 98.63% |
02.05.2024 | 0.96% | 1.64 CHF | 1.66 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 60'014 CHF | 60'591 CHF | 99.13% | 99.13% |