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 | 0.84% | 1.57 CHF | 1.58 CHF | 50'000 | 50'000 | 37'320 | 37'320 | 58'110 CHF | 58'561 CHF | 99.32% | 99.32% |
15.05.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 50'000 | 50'000 | 49'901 | 49'752 | 76'879 CHF | 77'146 CHF | 98.95% | 98.95% |
14.05.2024 | 0.68% | 1.54 CHF | 1.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'844 CHF | 74'344 CHF | 97.32% | 97.32% |
13.05.2024 | 0.74% | 1.40 CHF | 1.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'706 CHF | 68'206 CHF | 100.00% | 100.00% |
10.05.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'149 CHF | 68'649 CHF | 100.00% | 100.00% |
08.05.2024 | 0.73% | 1.34 CHF | 1.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'009 CHF | 68'509 CHF | 100.00% | 100.00% |
07.05.2024 | 0.76% | 1.34 CHF | 1.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'293 CHF | 65'793 CHF | 99.98% | 99.98% |
06.05.2024 | 0.78% | 1.30 CHF | 1.31 CHF | 50'000 | 50'000 | 49'867 | 49'867 | 63'818 CHF | 64'318 CHF | 100.00% | 100.00% |
03.05.2024 | 1.33% | 1.20 CHF | 1.22 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 30'143 CHF | 30'547 CHF | 98.39% | 98.39% |
02.05.2024 | 1.23% | 1.24 CHF | 1.25 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 44'794 CHF | 45'347 CHF | 99.13% | 99.13% |