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 | 0.83% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'960 CHF | 60'460 CHF | 99.75% | 99.75% |
15.05.2024 | 0.94% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'018 CHF | 53'518 CHF | 99.69% | 99.69% |
14.05.2024 | 0.99% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 63'393 | 63'393 | 63'699 CHF | 64'333 CHF | 99.14% | 99.14% |
13.05.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 50'000 | 50'000 | 57'811 | 57'811 | 57'983 CHF | 58'561 CHF | 100.00% | 100.00% |
10.05.2024 | 0.96% | 1.00 CHF | 1.01 CHF | 50'000 | 50'000 | 50'433 | 50'433 | 52'238 CHF | 52'742 CHF | 100.00% | 100.00% |
08.05.2024 | 1.04% | 0.98 CHF | 0.99 CHF | 75'000 | 75'000 | 73'716 | 73'716 | 70'655 CHF | 71'392 CHF | 100.00% | 100.00% |
07.05.2024 | 1.17% | 0.91 CHF | 0.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'765 CHF | 64'515 CHF | 99.75% | 99.75% |
06.05.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'506 CHF | 63'256 CHF | 99.52% | 99.52% |
03.05.2024 | 1.38% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 75'337 | 75'337 | 54'382 CHF | 55'135 CHF | 99.72% | 99.72% |
02.05.2024 | 1.54% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 96'497 | 96'499 | 61'933 CHF | 62'900 CHF | 100.00% | 100.00% |