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 | 0.99% | 0.99 CHF | 1.00 CHF | 50'000 | 50'000 | 58'322 | 58'320 | 58'521 CHF | 59'103 CHF | 99.82% | 99.82% |
15.05.2024 | 0.97% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 51'059 | 51'060 | 52'129 CHF | 52'641 CHF | 100.00% | 100.00% |
14.05.2024 | 1.06% | 0.98 CHF | 0.99 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'178 CHF | 70'928 CHF | 99.72% | 99.72% |
13.05.2024 | 1.05% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'953 CHF | 71'703 CHF | 100.00% | 100.00% |
10.05.2024 | 1.19% | 0.88 CHF | 0.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'802 CHF | 63'552 CHF | 100.00% | 100.00% |
08.05.2024 | 1.24% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'201 CHF | 60'951 CHF | 100.00% | 100.00% |
07.05.2024 | 1.05% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 72'046 | 72'044 | 68'140 CHF | 68'858 CHF | 99.59% | 99.59% |
06.05.2024 | 1.88% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'456 | 100'488 | 53'070 CHF | 54'092 CHF | 99.76% | 99.76% |
03.05.2024 | 2.04% | 0.50 CHF | 0.51 CHF | 125'000 | 125'000 | 123'594 | 123'597 | 59'828 CHF | 61'065 CHF | 100.00% | 100.00% |
02.05.2024 | 2.13% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 58'138 CHF | 59'388 CHF | 100.00% | 100.00% |