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 | 0.71% | 1.42 CHF | 1.43 CHF | 50'000 | 50'000 | 49'893 | 49'893 | 70'100 CHF | 70'599 CHF | 98.79% | 98.79% |
15.05.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 50'000 | 50'000 | 49'841 | 49'841 | 67'800 CHF | 68'299 CHF | 99.76% | 99.76% |
14.05.2024 | 0.79% | 1.32 CHF | 1.33 CHF | 50'000 | 50'000 | 49'969 | 49'969 | 62'929 CHF | 63'429 CHF | 99.41% | 99.41% |
13.05.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 50'000 | 50'000 | 49'995 | 49'995 | 64'345 CHF | 64'845 CHF | 93.93% | 93.93% |
10.05.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'340 CHF | 64'840 CHF | 99.57% | 99.57% |
08.05.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 50'000 | 50'000 | 49'883 | 49'883 | 60'132 CHF | 60'631 CHF | 94.57% | 94.57% |
07.05.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 50'000 | 50'000 | 49'766 | 49'766 | 59'476 CHF | 59'975 CHF | 91.03% | 91.03% |
06.05.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 49'763 | 49'763 | 55'607 CHF | 56'105 CHF | 91.11% | 91.11% |
03.05.2024 | 0.98% | 1.03 CHF | 1.04 CHF | 50'000 | 50'000 | 49'701 | 49'701 | 50'867 CHF | 51'365 CHF | 87.11% | 87.11% |
02.05.2024 | 1.01% | 0.95 CHF | 0.96 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 49'190 CHF | 49'690 CHF | 99.47% | 99.47% |