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 | 0.95% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'162 CHF | 52'662 CHF | 99.25% | 99.25% |
15.05.2024 | 0.87% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'950 CHF | 57'450 CHF | 99.39% | 99.39% |
14.05.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'204 CHF | 56'704 CHF | 99.17% | 99.17% |
13.05.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'930 CHF | 55'430 CHF | 99.37% | 99.37% |
10.05.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'390 CHF | 53'890 CHF | 96.01% | 96.01% |
08.05.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'180 CHF | 52'680 CHF | 99.38% | 99.38% |
07.05.2024 | 1.02% | 0.93 CHF | 0.94 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 48'861 CHF | 49'361 CHF | 99.23% | 99.23% |
06.05.2024 | 0.85% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'289 CHF | 58'789 CHF | 99.20% | 99.20% |
03.05.2024 | 0.81% | 1.20 CHF | 1.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'492 CHF | 61'992 CHF | 99.38% | 99.38% |
02.05.2024 | 0.85% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'815 CHF | 59'315 CHF | 99.39% | 99.39% |