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 | 1.50% | 1.78 CHF | 1.79 CHF | 50'000 | 50'000 | 34'346 | 30'433 | 58'722 CHF | 52'815 CHF | 99.66% | 99.66% |
15.05.2024 | 1.57% | 1.66 CHF | 1.67 CHF | 50'000 | 50'000 | 42'174 | 30'435 | 68'704 CHF | 50'430 CHF | 99.61% | 99.61% |
14.05.2024 | 1.63% | 1.61 CHF | 1.62 CHF | 50'000 | 50'000 | 42'183 | 30'457 | 66'180 CHF | 48'586 CHF | 99.25% | 99.25% |
13.05.2024 | 1.75% | 1.46 CHF | 1.47 CHF | 50'000 | 50'000 | 42'339 | 30'848 | 60'502 CHF | 44'745 CHF | 92.60% | 92.60% |
10.05.2024 | 1.62% | 1.54 CHF | 1.55 CHF | 50'000 | 50'000 | 42'132 | 30'329 | 66'141 CHF | 48'214 CHF | 98.59% | 98.59% |
08.05.2024 | 1.56% | 1.63 CHF | 1.64 CHF | 50'000 | 50'000 | 42'172 | 30'431 | 68'728 CHF | 50'260 CHF | 99.65% | 99.65% |
07.05.2024 | 1.63% | 1.67 CHF | 1.68 CHF | 50'000 | 50'000 | 42'173 | 30'433 | 66'323 CHF | 48'857 CHF | 99.66% | 99.66% |
06.05.2024 | 1.65% | 1.51 CHF | 1.52 CHF | 50'000 | 50'000 | 42'385 | 30'963 | 64'277 CHF | 47'626 CHF | 90.80% | 90.80% |
03.05.2024 | 2.08% | 1.40 CHF | 1.45 CHF | 5'000 | 5'000 | 35'807 | 24'030 | 54'374 CHF | 37'085 CHF | 99.35% | 99.35% |
02.05.2024 | 1.76% | 1.46 CHF | 1.47 CHF | 50'000 | 50'000 | 42'170 | 30'424 | 61'181 CHF | 44'898 CHF | 99.62% | 99.62% |