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 | 0.71% | 1.86 CHF | 1.87 CHF | 50'000 | 50'000 | 37'320 | 37'320 | 68'686 CHF | 69'133 CHF | 99.32% | 99.32% |
15.05.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 50'000 | 50'000 | 49'801 | 49'752 | 90'805 CHF | 91'212 CHF | 98.95% | 98.95% |
14.05.2024 | 0.57% | 1.82 CHF | 1.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 87'975 CHF | 88'475 CHF | 97.33% | 97.33% |
13.05.2024 | 0.61% | 1.69 CHF | 1.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'841 CHF | 82'341 CHF | 100.00% | 100.00% |
10.05.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'276 CHF | 82'776 CHF | 100.00% | 100.00% |
08.05.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'107 CHF | 82'607 CHF | 100.00% | 100.00% |
07.05.2024 | 0.63% | 1.62 CHF | 1.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'406 CHF | 79'906 CHF | 99.98% | 99.98% |
06.05.2024 | 0.64% | 1.58 CHF | 1.59 CHF | 50'000 | 50'000 | 49'867 | 49'867 | 77'899 CHF | 78'398 CHF | 100.00% | 100.00% |
03.05.2024 | 1.07% | 1.48 CHF | 1.50 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 37'207 CHF | 37'608 CHF | 97.94% | 97.94% |
02.05.2024 | 1.05% | 1.52 CHF | 1.53 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 55'364 CHF | 55'947 CHF | 99.13% | 99.13% |