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 | 0.82% | 1.23 CHF | 1.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'821 CHF | 61'321 CHF | 99.30% | 99.30% |
15.05.2024 | 0.88% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 49'489 | 57'828 CHF | 57'739 CHF | 98.93% | 98.93% |
14.05.2024 | 0.92% | 1.15 CHF | 1.16 CHF | 50'000 | 50'000 | 49'362 | 49'362 | 55'026 CHF | 55'526 CHF | 99.99% | 99.99% |
13.05.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'922 CHF | 55'422 CHF | 100.00% | 100.00% |
10.05.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'117 CHF | 54'617 CHF | 100.00% | 100.00% |
08.05.2024 | 0.96% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 50'096 | 50'000 | 51'963 CHF | 52'368 CHF | 100.00% | 100.00% |
07.05.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 50'000 | 50'000 | 56'497 | 50'000 | 56'046 CHF | 50'128 CHF | 96.75% | 96.75% |
06.05.2024 | 1.02% | 0.96 CHF | 0.97 CHF | 60'000 | 50'000 | 57'790 | 49'876 | 56'497 CHF | 49'312 CHF | 100.00% | 100.00% |
03.05.2024 | 1.86% | 0.95 CHF | 0.97 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 23'055 CHF | 23'486 CHF | 98.64% | 98.64% |
02.05.2024 | 2.21% | 0.87 CHF | 0.89 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'342 CHF | 22'842 CHF | 99.13% | 99.13% |