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% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 49'881 | 49'881 | 50'133 CHF | 50'632 CHF | 98.79% | 98.79% |
15.05.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 50'000 | 50'000 | 49'836 | 49'836 | 47'866 CHF | 48'365 CHF | 99.79% | 99.79% |
14.05.2024 | 1.16% | 0.92 CHF | 0.93 CHF | 50'000 | 50'000 | 49'971 | 49'971 | 42'975 CHF | 43'475 CHF | 99.50% | 99.50% |
13.05.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 50'000 | 50'000 | 49'984 | 49'984 | 44'476 CHF | 44'976 CHF | 93.55% | 93.55% |
10.05.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 44'325 CHF | 44'825 CHF | 99.14% | 99.14% |
08.05.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 50'000 | 50'000 | 49'643 | 49'643 | 40'136 CHF | 40'633 CHF | 96.16% | 96.16% |
07.05.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 50'000 | 50'000 | 49'688 | 49'688 | 39'756 CHF | 40'253 CHF | 98.45% | 98.45% |
06.05.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 60'000 | 60'000 | 59'994 | 59'994 | 43'845 CHF | 44'445 CHF | 100.00% | 100.00% |
03.05.2024 | 1.51% | 0.66 CHF | 0.67 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 39'401 CHF | 40'001 CHF | 99.98% | 99.98% |
02.05.2024 | 1.58% | 0.60 CHF | 0.61 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 37'631 CHF | 38'231 CHF | 100.00% | 100.00% |