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 | 0.71% | 2.13 CHF | 2.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 105'503 CHF | 106'255 CHF | 99.32% | 99.32% |
15.05.2024 | 0.71% | 2.13 CHF | 2.14 CHF | 50'000 | 50'000 | 49'592 | 49'440 | 100'549 CHF | 100'952 CHF | 98.94% | 98.94% |
14.05.2024 | 1.34% | 1.87 CHF | 1.90 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 44'984 CHF | 45'591 CHF | 95.40% | 95.40% |
13.05.2024 | 0.92% | 1.53 CHF | 1.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'264 CHF | 77'976 CHF | 100.00% | 100.00% |
10.05.2024 | 0.90% | 1.57 CHF | 1.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'309 CHF | 78'009 CHF | 100.00% | 100.00% |
08.05.2024 | 0.94% | 1.52 CHF | 1.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'395 CHF | 76'106 CHF | 100.00% | 100.00% |
07.05.2024 | 0.86% | 1.52 CHF | 1.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'211 CHF | 73'841 CHF | 98.79% | 98.79% |
06.05.2024 | 0.89% | 1.41 CHF | 1.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'834 CHF | 70'459 CHF | 100.00% | 100.00% |
03.05.2024 | 0.86% | 1.43 CHF | 1.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'919 CHF | 72'540 CHF | 98.19% | 98.19% |
02.05.2024 | 0.89% | 1.35 CHF | 1.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'616 CHF | 67'213 CHF | 98.33% | 98.33% |