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 | 0.93% | 1.43 CHF | 1.44 CHF | 50'000 | 50'000 | 37'320 | 37'320 | 52'764 CHF | 53'214 CHF | 99.32% | 99.32% |
15.05.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 50'000 | 50'000 | 49'901 | 49'752 | 69'693 CHF | 69'981 CHF | 98.95% | 98.95% |
14.05.2024 | 0.75% | 1.39 CHF | 1.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'627 CHF | 67'127 CHF | 97.31% | 97.31% |
13.05.2024 | 0.82% | 1.26 CHF | 1.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'520 CHF | 61'020 CHF | 100.00% | 100.00% |
10.05.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'948 CHF | 61'448 CHF | 100.00% | 100.00% |
08.05.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'835 CHF | 61'335 CHF | 100.00% | 100.00% |
07.05.2024 | 0.86% | 1.20 CHF | 1.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'131 CHF | 58'631 CHF | 99.98% | 99.98% |
06.05.2024 | 0.88% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 49'867 | 49'867 | 56'698 CHF | 57'197 CHF | 100.00% | 100.00% |
03.05.2024 | 1.44% | 1.06 CHF | 1.07 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 26'558 CHF | 26'943 CHF | 98.63% | 98.63% |
02.05.2024 | 1.45% | 1.09 CHF | 1.11 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 39'389 CHF | 39'965 CHF | 99.13% | 99.13% |