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 | 0.72% | 1.35 CHF | 1.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 69'322 CHF | 69'822 CHF | 99.76% | 99.76% |
15.05.2024 | 0.79% | 1.32 CHF | 1.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'293 CHF | 63'793 CHF | 100.00% | 100.00% |
14.05.2024 | 0.81% | 1.28 CHF | 1.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'396 CHF | 61'896 CHF | 100.00% | 100.00% |
13.05.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'204 CHF | 61'704 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'373 CHF | 62'873 CHF | 100.00% | 100.00% |
08.05.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'160 CHF | 59'660 CHF | 100.00% | 100.00% |
07.05.2024 | 0.91% | 1.14 CHF | 1.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'490 CHF | 54'990 CHF | 99.75% | 99.75% |
06.05.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'833 CHF | 54'333 CHF | 99.52% | 99.52% |
03.05.2024 | 1.02% | 1.03 CHF | 1.04 CHF | 50'000 | 50'000 | 66'248 | 66'248 | 64'577 CHF | 65'240 CHF | 99.70% | 99.70% |
02.05.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 74'630 | 74'628 | 67'964 CHF | 68'709 CHF | 100.00% | 100.00% |