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 | 0.85% | 1.19 CHF | 1.20 CHF | 50'000 | 50'000 | 49'924 | 49'924 | 58'589 CHF | 59'089 CHF | 100.00% | 100.00% |
15.05.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 50'000 | 50'000 | 49'910 | 49'910 | 45'285 CHF | 45'785 CHF | 99.99% | 99.99% |
14.05.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 50'000 | 50'000 | 49'971 | 49'971 | 43'370 CHF | 43'870 CHF | 99.98% | 99.98% |
13.05.2024 | 1.00% | 0.98 CHF | 0.99 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 49'798 CHF | 50'298 CHF | 100.00% | 100.00% |
10.05.2024 | 0.98% | 1.03 CHF | 1.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 50'702 CHF | 51'202 CHF | 100.00% | 100.00% |
08.05.2024 | 1.13% | 0.90 CHF | 0.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 43'843 CHF | 44'343 CHF | 99.09% | 99.09% |
07.05.2024 | 1.27% | 0.84 CHF | 0.85 CHF | 50'000 | 50'000 | 53'594 | 53'594 | 42'123 CHF | 42'659 CHF | 100.00% | 100.00% |
06.05.2024 | 1.36% | 0.76 CHF | 0.77 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 43'975 CHF | 44'575 CHF | 100.00% | 100.00% |
03.05.2024 | 1.45% | 0.66 CHF | 0.67 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 41'172 CHF | 41'772 CHF | 99.99% | 99.99% |
02.05.2024 | 1.47% | 0.65 CHF | 0.66 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 40'646 CHF | 41'246 CHF | 99.99% | 99.99% |