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 | 0.53% | 1.89 CHF | 1.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 93'846 CHF | 94'346 CHF | 99.26% | 99.26% |
15.05.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 98'570 CHF | 99'070 CHF | 99.38% | 99.38% |
14.05.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 97'829 CHF | 98'329 CHF | 99.18% | 99.18% |
13.05.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 96'456 CHF | 96'956 CHF | 99.38% | 99.38% |
10.05.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 94'903 CHF | 95'403 CHF | 96.01% | 96.01% |
08.05.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 93'684 CHF | 94'184 CHF | 99.38% | 99.38% |
07.05.2024 | 0.55% | 1.76 CHF | 1.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 90'363 CHF | 90'863 CHF | 99.22% | 99.22% |
06.05.2024 | 0.50% | 1.96 CHF | 1.97 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 99'730 CHF | 100'230 CHF | 99.20% | 99.20% |
03.05.2024 | 0.48% | 2.03 CHF | 2.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 102'898 CHF | 103'398 CHF | 99.38% | 99.38% |
02.05.2024 | 0.50% | 2.04 CHF | 2.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 100'288 CHF | 100'788 CHF | 99.39% | 99.39% |