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 | 0.82% | 1.19 CHF | 1.20 CHF | 40'000 | 40'000 | 39'946 | 39'946 | 48'414 CHF | 48'814 CHF | 99.74% | 99.74% |
15.05.2024 | 0.86% | 1.19 CHF | 1.20 CHF | 40'000 | 40'000 | 39'928 | 39'928 | 46'664 CHF | 47'064 CHF | 99.56% | 99.56% |
14.05.2024 | 0.90% | 1.13 CHF | 1.14 CHF | 40'000 | 40'000 | 39'977 | 39'977 | 44'222 CHF | 44'622 CHF | 99.69% | 99.69% |
13.05.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 40'000 | 40'000 | 39'999 | 39'999 | 44'440 CHF | 44'840 CHF | 99.72% | 99.72% |
10.05.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 45'534 CHF | 45'934 CHF | 100.00% | 100.00% |
08.05.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 44'244 CHF | 44'644 CHF | 99.08% | 99.08% |
07.05.2024 | 0.92% | 1.11 CHF | 1.12 CHF | 40'000 | 40'000 | 39'925 | 39'925 | 43'459 CHF | 43'859 CHF | 99.89% | 99.89% |
06.05.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 41'477 CHF | 41'877 CHF | 100.00% | 100.00% |
03.05.2024 | 0.99% | 1.02 CHF | 1.03 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 40'402 CHF | 40'802 CHF | 99.95% | 99.95% |
02.05.2024 | 1.02% | 0.96 CHF | 0.97 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 39'000 CHF | 39'400 CHF | 100.00% | 100.00% |