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 | 0.68% | 1.46 CHF | 1.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'554 CHF | 74'054 CHF | 99.53% | 99.53% |
15.05.2024 | 0.64% | 1.50 CHF | 1.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'413 CHF | 77'913 CHF | 94.95% | 94.95% |
14.05.2024 | 0.64% | 1.59 CHF | 1.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'705 CHF | 78'205 CHF | 86.05% | 86.05% |
13.05.2024 | 0.73% | 1.39 CHF | 1.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'357 CHF | 68'857 CHF | 99.06% | 99.06% |
10.05.2024 | 0.76% | 1.27 CHF | 1.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'135 CHF | 65'635 CHF | 98.00% | 98.00% |
08.05.2024 | 0.78% | 1.30 CHF | 1.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'984 CHF | 64'484 CHF | 95.49% | 95.49% |
07.05.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'060 CHF | 67'560 CHF | 99.53% | 99.53% |
06.05.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'851 CHF | 65'351 CHF | 99.55% | 99.55% |
03.05.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'848 CHF | 62'348 CHF | 98.95% | 98.95% |
02.05.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'666 CHF | 60'166 CHF | 97.25% | 97.25% |