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% | 1.66 CHF | 1.67 CHF | 50'000 | 50'000 | 37'320 | 37'320 | 61'368 CHF | 61'818 CHF | 99.32% | 99.32% |
15.05.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 50'000 | 50'000 | 49'901 | 49'752 | 81'170 CHF | 81'424 CHF | 98.95% | 98.95% |
14.05.2024 | 0.64% | 1.62 CHF | 1.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'127 CHF | 78'627 CHF | 97.32% | 97.32% |
13.05.2024 | 0.69% | 1.49 CHF | 1.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'020 CHF | 72'520 CHF | 100.00% | 100.00% |
10.05.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'448 CHF | 72'948 CHF | 100.00% | 100.00% |
08.05.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'335 CHF | 72'835 CHF | 100.00% | 100.00% |
07.05.2024 | 0.72% | 1.43 CHF | 1.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'631 CHF | 70'131 CHF | 99.98% | 99.98% |
06.05.2024 | 0.73% | 1.39 CHF | 1.40 CHF | 50'000 | 50'000 | 49'867 | 49'867 | 68'133 CHF | 68'631 CHF | 100.00% | 100.00% |
03.05.2024 | 1.22% | 1.29 CHF | 1.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 32'297 CHF | 32'693 CHF | 98.61% | 98.61% |
02.05.2024 | 1.16% | 1.32 CHF | 1.34 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 48'014 CHF | 48'576 CHF | 99.13% | 99.13% |