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 | 0.90% | 1.46 CHF | 1.47 CHF | 50'000 | 50'000 | 37'320 | 37'320 | 53'737 CHF | 54'184 CHF | 99.32% | 99.32% |
15.05.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 50'000 | 50'000 | 49'902 | 49'756 | 70'980 CHF | 71'268 CHF | 98.93% | 98.93% |
14.05.2024 | 0.73% | 1.42 CHF | 1.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'944 CHF | 68'444 CHF | 97.32% | 97.32% |
13.05.2024 | 0.81% | 1.28 CHF | 1.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 61'806 CHF | 62'306 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'253 CHF | 62'753 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 1.22 CHF | 1.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'095 CHF | 62'595 CHF | 100.00% | 100.00% |
07.05.2024 | 0.84% | 1.22 CHF | 1.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'389 CHF | 59'889 CHF | 99.98% | 99.98% |
06.05.2024 | 0.86% | 1.18 CHF | 1.19 CHF | 50'000 | 50'000 | 49'867 | 49'867 | 57'952 CHF | 58'452 CHF | 100.00% | 100.00% |
03.05.2024 | 1.43% | 1.08 CHF | 1.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 27'207 CHF | 27'600 CHF | 97.93% | 97.93% |
02.05.2024 | 1.44% | 1.12 CHF | 1.13 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 40'363 CHF | 40'947 CHF | 99.13% | 99.13% |