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 | 0.55% | 1.84 CHF | 1.85 CHF | 40'000 | 40'000 | 39'948 | 39'948 | 72'666 CHF | 73'066 CHF | 100.00% | 100.00% |
15.05.2024 | 0.67% | 1.51 CHF | 1.52 CHF | 40'000 | 40'000 | 39'928 | 39'928 | 59'962 CHF | 60'362 CHF | 100.00% | 100.00% |
14.05.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 40'000 | 40'000 | 39'977 | 39'977 | 58'145 CHF | 58'545 CHF | 100.00% | 100.00% |
13.05.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 64'627 CHF | 65'027 CHF | 100.00% | 100.00% |
10.05.2024 | 0.61% | 1.66 CHF | 1.67 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 65'469 CHF | 65'869 CHF | 100.00% | 100.00% |
08.05.2024 | 0.68% | 1.50 CHF | 1.51 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 58'641 CHF | 59'041 CHF | 99.08% | 99.08% |
07.05.2024 | 0.74% | 1.42 CHF | 1.43 CHF | 40'000 | 40'000 | 39'914 | 39'914 | 53'927 CHF | 54'327 CHF | 100.00% | 100.00% |
06.05.2024 | 0.78% | 1.32 CHF | 1.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'967 CHF | 64'467 CHF | 100.00% | 100.00% |
03.05.2024 | 0.82% | 1.18 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'767 CHF | 61'267 CHF | 99.99% | 99.99% |
02.05.2024 | 0.83% | 1.17 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'969 CHF | 60'469 CHF | 99.99% | 99.99% |