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 | 0.78% | 1.69 CHF | 1.70 CHF | 50'000 | 50'000 | 37'320 | 37'320 | 62'341 CHF | 62'788 CHF | 99.32% | 99.32% |
15.05.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 50'000 | 50'000 | 49'843 | 49'752 | 82'374 CHF | 82'720 CHF | 98.95% | 98.95% |
14.05.2024 | 0.63% | 1.65 CHF | 1.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'476 CHF | 79'976 CHF | 97.33% | 97.33% |
13.05.2024 | 0.68% | 1.52 CHF | 1.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'341 CHF | 73'841 CHF | 100.00% | 100.00% |
10.05.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'776 CHF | 74'276 CHF | 100.00% | 100.00% |
08.05.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'607 CHF | 74'107 CHF | 100.00% | 100.00% |
07.05.2024 | 0.70% | 1.45 CHF | 1.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'906 CHF | 71'406 CHF | 99.98% | 99.98% |
06.05.2024 | 0.72% | 1.41 CHF | 1.42 CHF | 50'000 | 50'000 | 49'867 | 49'867 | 69'422 CHF | 69'921 CHF | 100.00% | 100.00% |
03.05.2024 | 1.21% | 1.31 CHF | 1.33 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 32'958 CHF | 33'358 CHF | 97.74% | 97.74% |
02.05.2024 | 1.16% | 1.35 CHF | 1.36 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 49'000 CHF | 49'572 CHF | 99.13% | 99.13% |