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 | 0.86% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'200 CHF | 58'700 CHF | 99.77% | 99.77% |
15.05.2024 | 0.83% | 1.18 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'937 CHF | 60'437 CHF | 100.00% | 100.00% |
14.05.2024 | 0.81% | 1.25 CHF | 1.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'489 CHF | 61'989 CHF | 100.00% | 100.00% |
13.05.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'142 CHF | 60'642 CHF | 100.00% | 100.00% |
10.05.2024 | 0.87% | 1.18 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'373 CHF | 57'873 CHF | 100.00% | 100.00% |
08.05.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'652 CHF | 53'152 CHF | 100.00% | 100.00% |
07.05.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'318 CHF | 51'818 CHF | 99.76% | 99.76% |
06.05.2024 | 1.01% | 1.03 CHF | 1.04 CHF | 50'000 | 50'000 | 58'987 | 58'986 | 57'782 CHF | 58'371 CHF | 99.51% | 99.51% |
03.05.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'748 CHF | 67'498 CHF | 99.69% | 99.69% |
02.05.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'187 CHF | 63'937 CHF | 100.00% | 100.00% |