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 | 0.77% | 1.72 CHF | 1.73 CHF | 50'000 | 50'000 | 37'320 | 37'320 | 63'488 CHF | 63'937 CHF | 99.32% | 99.32% |
15.05.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 50'000 | 50'000 | 49'801 | 49'752 | 83'863 CHF | 84'276 CHF | 98.95% | 98.95% |
14.05.2024 | 0.62% | 1.68 CHF | 1.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'019 CHF | 81'519 CHF | 97.33% | 97.33% |
13.05.2024 | 0.67% | 1.55 CHF | 1.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'894 CHF | 75'394 CHF | 100.00% | 100.00% |
10.05.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'290 CHF | 75'790 CHF | 100.00% | 100.00% |
08.05.2024 | 0.66% | 1.48 CHF | 1.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'141 CHF | 75'641 CHF | 100.00% | 100.00% |
07.05.2024 | 0.69% | 1.48 CHF | 1.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'433 CHF | 72'933 CHF | 99.98% | 99.98% |
06.05.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 50'000 | 50'000 | 49'867 | 49'867 | 70'976 CHF | 71'475 CHF | 100.00% | 100.00% |
03.05.2024 | 1.14% | 1.35 CHF | 1.36 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 33'737 CHF | 34'124 CHF | 98.23% | 98.23% |
02.05.2024 | 1.20% | 1.38 CHF | 1.39 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 50'141 CHF | 50'744 CHF | 99.13% | 99.13% |