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 | 0.90% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'512 CHF | 56'012 CHF | 99.76% | 99.76% |
15.05.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'710 CHF | 56'210 CHF | 100.00% | 100.00% |
14.05.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'991 CHF | 57'491 CHF | 100.00% | 100.00% |
13.05.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'235 CHF | 58'735 CHF | 100.00% | 100.00% |
10.05.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'770 CHF | 58'270 CHF | 100.00% | 100.00% |
08.05.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'909 CHF | 59'409 CHF | 100.00% | 100.00% |
07.05.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'460 CHF | 58'960 CHF | 100.00% | 100.00% |
06.05.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'899 CHF | 59'399 CHF | 99.52% | 99.52% |
03.05.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'922 CHF | 59'422 CHF | 99.70% | 99.70% |
02.05.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'890 CHF | 60'390 CHF | 100.00% | 100.00% |