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 | 0.99% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 52'917 | 50'000 | 53'031 CHF | 50'646 CHF | 99.30% | 99.30% |
15.05.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 60'000 | 50'000 | 60'000 | 49'489 | 56'559 CHF | 47'150 CHF | 98.93% | 98.93% |
14.05.2024 | 1.13% | 0.94 CHF | 0.95 CHF | 60'000 | 50'000 | 59'107 | 49'362 | 53'254 CHF | 44'974 CHF | 99.99% | 99.99% |
13.05.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'202 CHF | 44'835 CHF | 100.00% | 100.00% |
10.05.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'148 CHF | 43'957 CHF | 100.00% | 100.00% |
08.05.2024 | 1.20% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 65'612 | 50'000 | 54'117 CHF | 41'804 CHF | 100.00% | 100.00% |
07.05.2024 | 1.28% | 0.79 CHF | 0.80 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'489 CHF | 39'421 CHF | 96.76% | 96.76% |
06.05.2024 | 1.30% | 0.74 CHF | 0.75 CHF | 70'000 | 50'000 | 69'777 | 49'876 | 53'429 CHF | 38'690 CHF | 100.00% | 100.00% |
03.05.2024 | 2.60% | 0.74 CHF | 0.76 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'736 CHF | 18'203 CHF | 98.64% | 98.64% |
02.05.2024 | 2.71% | 0.66 CHF | 0.68 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'027 CHF | 17'495 CHF | 99.13% | 99.13% |