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 | - | 1.21 CHF | - CHF | 50'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.65% |
15.05.2024 | 2.87% | 1.09 CHF | 1.09 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 51'489 CHF | 26'494 CHF | 65.76% | 97.96% |
14.05.2024 | 2.59% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 58'124 | 30'432 | 56'954 CHF | 30'700 CHF | 99.64% | 99.64% |
13.05.2024 | 2.97% | 0.87 CHF | 0.88 CHF | 60'000 | 50'000 | 63'368 | 30'708 | 53'257 CHF | 26'506 CHF | 94.87% | 94.87% |
10.05.2024 | 2.56% | 0.96 CHF | 0.97 CHF | 60'000 | 50'000 | 55'169 | 30'309 | 54'445 CHF | 30'535 CHF | 98.48% | 98.48% |
08.05.2024 | 2.41% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 50'005 | 30'434 | 52'440 CHF | 32'572 CHF | 99.66% | 99.66% |
07.05.2024 | 2.60% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 57'827 | 30'433 | 56'883 CHF | 31'153 CHF | 99.65% | 99.65% |
06.05.2024 | 2.65% | 0.93 CHF | 0.94 CHF | 60'000 | 50'000 | 60'000 | 30'963 | 56'163 CHF | 29'641 CHF | 90.79% | 90.79% |
03.05.2024 | 2.71% | 0.84 CHF | 0.85 CHF | 60'000 | 50'000 | 60'906 | 30'354 | 56'223 CHF | 28'409 CHF | 99.16% | 99.16% |
02.05.2024 | 2.92% | 0.88 CHF | 0.89 CHF | 60'000 | 50'000 | 60'666 | 30'426 | 52'570 CHF | 27'160 CHF | 99.63% | 99.63% |