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 | 0.80% | 1.63 CHF | 1.64 CHF | 50'000 | 50'000 | 37'320 | 37'320 | 60'338 CHF | 60'786 CHF | 99.32% | 99.32% |
15.05.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 50'000 | 50'000 | 49'901 | 49'752 | 79'849 CHF | 80'107 CHF | 98.95% | 98.95% |
14.05.2024 | 0.65% | 1.60 CHF | 1.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 76'821 CHF | 77'321 CHF | 97.33% | 97.33% |
13.05.2024 | 0.70% | 1.46 CHF | 1.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'692 CHF | 71'192 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'123 CHF | 71'623 CHF | 100.00% | 100.00% |
08.05.2024 | 0.70% | 1.40 CHF | 1.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'983 CHF | 71'483 CHF | 100.00% | 100.00% |
07.05.2024 | 0.73% | 1.40 CHF | 1.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'271 CHF | 68'771 CHF | 99.98% | 99.98% |
06.05.2024 | 0.75% | 1.36 CHF | 1.37 CHF | 50'000 | 50'000 | 49'867 | 49'867 | 66'799 CHF | 67'299 CHF | 100.00% | 100.00% |
03.05.2024 | 1.25% | 1.26 CHF | 1.28 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 31'632 CHF | 32'030 CHF | 98.61% | 98.61% |
02.05.2024 | 1.14% | 1.30 CHF | 1.31 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 47'024 CHF | 47'564 CHF | 99.13% | 99.13% |