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% | 1.33 CHF | 1.34 CHF | 50'000 | 50'000 | 49'428 | 49'428 | 68'799 CHF | 69'294 CHF | 99.63% | 99.63% |
15.05.2024 | 0.84% | 1.25 CHF | 1.26 CHF | 50'000 | 50'000 | 49'449 | 49'449 | 60'182 CHF | 60'678 CHF | 98.57% | 98.57% |
14.05.2024 | 0.77% | 1.37 CHF | 1.38 CHF | 50'000 | 50'000 | 49'461 | 49'461 | 65'136 CHF | 65'631 CHF | 99.96% | 99.96% |
13.05.2024 | 0.75% | 1.37 CHF | 1.38 CHF | 50'000 | 50'000 | 49'492 | 49'492 | 67'481 CHF | 67'976 CHF | 99.06% | 99.90% |
10.05.2024 | 0.74% | 1.32 CHF | 1.33 CHF | 50'000 | 50'000 | 49'497 | 49'497 | 67'743 CHF | 68'238 CHF | 99.97% | 99.97% |
08.05.2024 | 0.61% | 1.66 CHF | 1.67 CHF | 50'000 | 50'000 | 49'472 | 49'472 | 83'149 CHF | 83'644 CHF | 98.74% | 98.74% |
07.05.2024 | 0.66% | 1.64 CHF | 1.65 CHF | 50'000 | 50'000 | 49'414 | 49'414 | 76'704 CHF | 77'199 CHF | 99.32% | 99.32% |
06.05.2024 | 0.73% | 1.45 CHF | 1.46 CHF | 50'000 | 50'000 | 49'495 | 49'495 | 68'990 CHF | 69'486 CHF | 99.67% | 99.67% |
03.05.2024 | 0.81% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 48'891 | 48'891 | 62'300 CHF | 62'790 CHF | 96.96% | 96.96% |
02.05.2024 | 0.75% | 1.36 CHF | 1.37 CHF | 50'000 | 50'000 | 49'496 | 49'496 | 67'519 CHF | 68'014 CHF | 99.74% | 99.74% |