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 | 0.83% | 1.61 CHF | 1.62 CHF | 50'000 | 50'000 | 37'320 | 37'320 | 59'469 CHF | 59'923 CHF | 99.32% | 99.32% |
15.05.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 50'000 | 50'000 | 49'901 | 49'752 | 78'630 CHF | 78'891 CHF | 98.95% | 98.95% |
14.05.2024 | 0.66% | 1.57 CHF | 1.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'579 CHF | 76'079 CHF | 97.28% | 97.28% |
13.05.2024 | 0.72% | 1.44 CHF | 1.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'466 CHF | 69'966 CHF | 100.00% | 100.00% |
10.05.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'901 CHF | 70'401 CHF | 100.00% | 100.00% |
08.05.2024 | 0.71% | 1.38 CHF | 1.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'762 CHF | 70'262 CHF | 100.00% | 100.00% |
07.05.2024 | 0.74% | 1.38 CHF | 1.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'067 CHF | 67'567 CHF | 99.98% | 99.98% |
06.05.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 50'000 | 50'000 | 49'867 | 49'867 | 65'573 CHF | 66'072 CHF | 100.00% | 100.00% |
03.05.2024 | 1.24% | 1.24 CHF | 1.25 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 31'030 CHF | 31'416 CHF | 98.61% | 98.61% |
02.05.2024 | 1.26% | 1.27 CHF | 1.29 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 46'093 CHF | 46'676 CHF | 98.70% | 98.70% |