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 | 0.70% | 1.92 CHF | 1.93 CHF | 50'000 | 50'000 | 37'320 | 37'320 | 71'110 CHF | 71'564 CHF | 99.32% | 99.32% |
15.05.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 50'000 | 50'000 | 49'801 | 49'752 | 94'028 CHF | 94'431 CHF | 98.95% | 98.95% |
14.05.2024 | 0.55% | 1.89 CHF | 1.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 91'219 CHF | 91'719 CHF | 97.32% | 97.32% |
13.05.2024 | 0.59% | 1.75 CHF | 1.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'096 CHF | 85'596 CHF | 100.00% | 100.00% |
10.05.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'534 CHF | 86'034 CHF | 100.00% | 100.00% |
08.05.2024 | 0.58% | 1.69 CHF | 1.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'411 CHF | 85'911 CHF | 100.00% | 100.00% |
07.05.2024 | 0.60% | 1.69 CHF | 1.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'685 CHF | 83'185 CHF | 99.98% | 99.98% |
06.05.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 50'000 | 50'000 | 49'867 | 49'867 | 81'183 CHF | 81'683 CHF | 100.00% | 100.00% |
03.05.2024 | 1.00% | 1.55 CHF | 1.57 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 38'834 CHF | 39'225 CHF | 98.54% | 98.54% |
02.05.2024 | 0.98% | 1.58 CHF | 1.60 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 57'804 CHF | 58'376 CHF | 99.13% | 99.13% |