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 | 0.62% | 1.62 CHF | 1.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'321 CHF | 80'821 CHF | 99.30% | 99.30% |
15.05.2024 | 0.66% | 1.55 CHF | 1.56 CHF | 50'000 | 50'000 | 49'796 | 49'489 | 77'048 CHF | 77'074 CHF | 98.93% | 98.93% |
14.05.2024 | 0.68% | 1.54 CHF | 1.55 CHF | 50'000 | 50'000 | 49'362 | 49'362 | 74'373 CHF | 74'873 CHF | 99.99% | 99.99% |
13.05.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'539 CHF | 75'039 CHF | 100.00% | 100.00% |
10.05.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'617 CHF | 74'117 CHF | 100.00% | 100.00% |
08.05.2024 | 0.70% | 1.45 CHF | 1.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'437 CHF | 71'937 CHF | 100.00% | 100.00% |
07.05.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'128 CHF | 69'628 CHF | 96.75% | 96.75% |
06.05.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 50'000 | 50'000 | 49'876 | 49'876 | 68'264 CHF | 68'764 CHF | 100.00% | 100.00% |
03.05.2024 | 1.31% | 1.34 CHF | 1.36 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 32'805 CHF | 33'236 CHF | 98.64% | 98.64% |
02.05.2024 | 1.55% | 1.26 CHF | 1.28 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 32'092 CHF | 32'592 CHF | 99.13% | 99.13% |