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 | 1.91% | 0.50 CHF | 0.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 26'005 CHF | 26'505 CHF | 99.77% | 99.77% |
15.05.2024 | 2.09% | 0.48 CHF | 0.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 23'628 CHF | 24'128 CHF | 100.00% | 100.00% |
14.05.2024 | 2.12% | 0.46 CHF | 0.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 23'401 CHF | 23'901 CHF | 100.00% | 100.00% |
13.05.2024 | 2.04% | 0.49 CHF | 0.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'288 CHF | 24'788 CHF | 100.00% | 100.00% |
10.05.2024 | 1.93% | 0.52 CHF | 0.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'695 CHF | 26'195 CHF | 100.00% | 100.00% |
08.05.2024 | 1.76% | 0.56 CHF | 0.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'124 CHF | 28'624 CHF | 100.00% | 100.00% |
07.05.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'182 CHF | 28'682 CHF | 99.76% | 99.76% |
06.05.2024 | 1.70% | 0.57 CHF | 0.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'147 CHF | 29'647 CHF | 99.51% | 99.51% |
03.05.2024 | 1.62% | 0.60 CHF | 0.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 30'548 CHF | 31'048 CHF | 99.72% | 99.72% |
02.05.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'903 CHF | 32'403 CHF | 100.00% | 100.00% |