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 | 0.73% | 1.79 CHF | 1.80 CHF | 50'000 | 50'000 | 37'320 | 37'320 | 66'309 CHF | 66'757 CHF | 99.32% | 99.32% |
15.05.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 50'000 | 50'000 | 49'801 | 49'752 | 87'641 CHF | 88'051 CHF | 98.95% | 98.95% |
14.05.2024 | 0.59% | 1.76 CHF | 1.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'789 CHF | 85'289 CHF | 97.32% | 97.32% |
13.05.2024 | 0.63% | 1.62 CHF | 1.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'662 CHF | 79'162 CHF | 100.00% | 100.00% |
10.05.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'084 CHF | 79'584 CHF | 100.00% | 100.00% |
08.05.2024 | 0.63% | 1.56 CHF | 1.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'946 CHF | 79'446 CHF | 100.00% | 100.00% |
07.05.2024 | 0.65% | 1.56 CHF | 1.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'236 CHF | 76'736 CHF | 99.98% | 99.98% |
06.05.2024 | 0.67% | 1.52 CHF | 1.53 CHF | 50'000 | 50'000 | 49'867 | 49'867 | 74'750 CHF | 75'250 CHF | 100.00% | 100.00% |
03.05.2024 | 1.07% | 1.42 CHF | 1.44 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 35'625 CHF | 36'009 CHF | 98.14% | 98.14% |
02.05.2024 | 1.04% | 1.45 CHF | 1.47 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 52'994 CHF | 53'548 CHF | 99.13% | 99.13% |