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 | 0.69% | 1.45 CHF | 1.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'014 CHF | 72'514 CHF | 99.30% | 99.30% |
15.05.2024 | 0.73% | 1.38 CHF | 1.39 CHF | 50'000 | 50'000 | 49'796 | 49'489 | 68'700 CHF | 68'776 CHF | 98.93% | 98.93% |
14.05.2024 | 0.76% | 1.37 CHF | 1.38 CHF | 50'000 | 50'000 | 49'362 | 49'362 | 66'096 CHF | 66'596 CHF | 99.99% | 99.99% |
13.05.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'202 CHF | 66'702 CHF | 100.00% | 100.00% |
10.05.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'271 CHF | 65'771 CHF | 100.00% | 100.00% |
08.05.2024 | 0.79% | 1.28 CHF | 1.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'984 CHF | 63'484 CHF | 100.00% | 100.00% |
07.05.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'751 CHF | 61'251 CHF | 98.92% | 98.92% |
06.05.2024 | 0.83% | 1.18 CHF | 1.19 CHF | 50'000 | 50'000 | 49'876 | 49'876 | 59'954 CHF | 60'454 CHF | 100.00% | 100.00% |
03.05.2024 | 1.61% | 1.17 CHF | 1.19 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'595 CHF | 29'058 CHF | 93.61% | 93.61% |
02.05.2024 | 1.78% | 1.09 CHF | 1.11 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 27'913 CHF | 28'413 CHF | 99.13% | 99.13% |