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 | 0.74% | 1.77 CHF | 1.78 CHF | 50'000 | 50'000 | 37'320 | 37'320 | 65'306 CHF | 65'753 CHF | 99.32% | 99.32% |
15.05.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 50'000 | 50'000 | 49'804 | 49'756 | 86'279 CHF | 86'692 CHF | 98.93% | 98.93% |
14.05.2024 | 0.60% | 1.73 CHF | 1.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'444 CHF | 83'944 CHF | 97.32% | 97.32% |
13.05.2024 | 0.64% | 1.59 CHF | 1.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'306 CHF | 77'806 CHF | 100.00% | 100.00% |
10.05.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'724 CHF | 78'224 CHF | 100.00% | 100.00% |
08.05.2024 | 0.64% | 1.53 CHF | 1.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'567 CHF | 78'067 CHF | 100.00% | 100.00% |
07.05.2024 | 0.67% | 1.53 CHF | 1.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'850 CHF | 75'350 CHF | 99.98% | 99.98% |
06.05.2024 | 0.68% | 1.49 CHF | 1.50 CHF | 50'000 | 50'000 | 49'867 | 49'867 | 73'385 CHF | 73'885 CHF | 100.00% | 100.00% |
03.05.2024 | 1.11% | 1.39 CHF | 1.41 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 34'943 CHF | 35'334 CHF | 98.63% | 98.63% |
02.05.2024 | 1.13% | 1.43 CHF | 1.44 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 51'960 CHF | 52'549 CHF | 98.64% | 98.64% |