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 | 0.96% | 1.28 CHF | 1.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'133 CHF | 65'761 CHF | 99.25% | 99.25% |
15.05.2024 | 1.14% | 1.36 CHF | 1.37 CHF | 50'000 | 50'000 | 49'798 | 49'446 | 66'801 CHF | 67'090 CHF | 98.75% | 98.75% |
14.05.2024 | 1.07% | 1.38 CHF | 1.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'985 CHF | 69'725 CHF | 99.99% | 99.99% |
13.05.2024 | 0.96% | 1.31 CHF | 1.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'998 CHF | 64'613 CHF | 100.00% | 100.00% |
10.05.2024 | 0.98% | 1.25 CHF | 1.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'656 CHF | 62'266 CHF | 100.00% | 100.00% |
08.05.2024 | 0.90% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'253 CHF | 61'809 CHF | 23.67% | 23.67% |
07.05.2024 | 0.92% | 1.32 CHF | 1.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'486 CHF | 65'085 CHF | 97.06% | 97.06% |
06.05.2024 | 0.98% | 1.25 CHF | 1.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'914 CHF | 64'543 CHF | 100.00% | 100.00% |
03.05.2024 | 0.97% | 1.27 CHF | 1.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'051 CHF | 66'697 CHF | 97.92% | 97.92% |
02.05.2024 | 0.99% | 1.32 CHF | 1.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'505 CHF | 68'178 CHF | 95.72% | 95.72% |