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 | 0.78% | 1.70 CHF | 1.71 CHF | 50'000 | 50'000 | 37'320 | 37'320 | 62'962 CHF | 63'412 CHF | 99.32% | 99.32% |
15.05.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 50'000 | 50'000 | 49'801 | 49'752 | 83'199 CHF | 83'614 CHF | 98.95% | 98.95% |
14.05.2024 | 0.62% | 1.67 CHF | 1.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'344 CHF | 80'844 CHF | 97.32% | 97.32% |
13.05.2024 | 0.67% | 1.53 CHF | 1.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'206 CHF | 74'706 CHF | 100.00% | 100.00% |
10.05.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'623 CHF | 75'123 CHF | 100.00% | 100.00% |
08.05.2024 | 0.67% | 1.47 CHF | 1.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 74'483 CHF | 74'983 CHF | 100.00% | 100.00% |
07.05.2024 | 0.69% | 1.47 CHF | 1.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'771 CHF | 72'271 CHF | 99.98% | 99.98% |
06.05.2024 | 0.71% | 1.43 CHF | 1.44 CHF | 50'000 | 50'000 | 49'867 | 49'867 | 70'301 CHF | 70'801 CHF | 100.00% | 100.00% |
03.05.2024 | 1.15% | 1.33 CHF | 1.35 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 33'393 CHF | 33'780 CHF | 98.38% | 98.38% |
02.05.2024 | 1.15% | 1.37 CHF | 1.38 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 49'645 CHF | 50'218 CHF | 98.70% | 98.70% |