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 | 0.67% | 1.95 CHF | 1.96 CHF | 50'000 | 50'000 | 37'320 | 37'320 | 72'315 CHF | 72'761 CHF | 99.32% | 99.32% |
15.05.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 50'000 | 50'000 | 49'801 | 49'752 | 95'649 CHF | 96'052 CHF | 98.95% | 98.95% |
14.05.2024 | 0.54% | 1.92 CHF | 1.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 92'844 CHF | 93'344 CHF | 97.32% | 97.32% |
13.05.2024 | 0.58% | 1.78 CHF | 1.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 86'706 CHF | 87'206 CHF | 100.00% | 100.00% |
10.05.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 87'123 CHF | 87'623 CHF | 100.00% | 100.00% |
08.05.2024 | 0.57% | 1.72 CHF | 1.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 86'983 CHF | 87'483 CHF | 100.00% | 100.00% |
07.05.2024 | 0.59% | 1.72 CHF | 1.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'271 CHF | 84'771 CHF | 99.98% | 99.98% |
06.05.2024 | 0.60% | 1.68 CHF | 1.69 CHF | 50'000 | 50'000 | 49'867 | 49'867 | 82'756 CHF | 83'256 CHF | 100.00% | 100.00% |
03.05.2024 | 1.00% | 1.58 CHF | 1.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 39'634 CHF | 40'031 CHF | 98.02% | 98.02% |
02.05.2024 | 0.93% | 1.62 CHF | 1.63 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 59'015 CHF | 59'564 CHF | 99.13% | 99.13% |