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 | 1.46% | 1.13 CHF | 1.15 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 54'360 CHF | 27'580 CHF | 99.25% | 99.25% |
15.05.2024 | 1.36% | 1.09 CHF | 1.11 CHF | 50'000 | 25'000 | 50'000 | 24'952 | 54'955 CHF | 27'800 CHF | 98.90% | 98.90% |
14.05.2024 | 1.41% | 1.07 CHF | 1.09 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 53'805 CHF | 27'284 CHF | 95.74% | 95.74% |
13.05.2024 | 1.55% | 1.07 CHF | 1.09 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 53'827 CHF | 27'332 CHF | 91.37% | 91.37% |
10.05.2024 | 1.65% | 1.09 CHF | 1.10 CHF | 50'000 | 25'000 | 46'109 | 23'703 | 48'429 CHF | 25'303 CHF | 100.00% | 100.00% |
08.05.2024 | 1.69% | 0.95 CHF | 0.97 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 54'831 CHF | 23'235 CHF | 100.00% | 100.00% |
07.05.2024 | 1.79% | 0.90 CHF | 0.91 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 56'294 CHF | 23'880 CHF | 97.06% | 97.06% |
06.05.2024 | 1.85% | 0.88 CHF | 0.90 CHF | 60'000 | 25'000 | 62'638 | 25'000 | 52'897 CHF | 21'524 CHF | 96.91% | 96.91% |
03.05.2024 | 1.86% | 0.81 CHF | 0.83 CHF | 70'000 | 25'000 | 69'264 | 25'000 | 56'818 CHF | 20'900 CHF | 97.89% | 97.89% |
02.05.2024 | 1.85% | 0.81 CHF | 0.82 CHF | 70'000 | 50'000 | 69'830 | 50'000 | 56'464 CHF | 41'188 CHF | 98.89% | 98.89% |