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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 0.58% | 1.75 CHF | 1.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'377 CHF | 85'877 CHF | 96.90% | 96.90% |
21.05.2024 | 0.78% | 1.63 CHF | 1.64 CHF | 50'000 | 50'000 | 38'375 | 38'375 | 61'794 CHF | 62'244 CHF | 91.58% | 91.58% |
17.05.2024 | 1.02% | 1.55 CHF | 1.57 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 39'425 CHF | 39'829 CHF | 100.00% | 100.00% |
16.05.2024 | 0.89% | 1.51 CHF | 1.52 CHF | 50'000 | 50'000 | 37'320 | 37'320 | 55'702 CHF | 56'154 CHF | 99.32% | 99.32% |
15.05.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 50'000 | 50'000 | 49'901 | 49'752 | 73'608 CHF | 73'884 CHF | 98.95% | 98.95% |
14.05.2024 | 0.71% | 1.47 CHF | 1.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'572 CHF | 71'072 CHF | 97.32% | 97.32% |
13.05.2024 | 0.77% | 1.34 CHF | 1.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'449 CHF | 64'949 CHF | 100.00% | 100.00% |
10.05.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'877 CHF | 65'377 CHF | 100.00% | 100.00% |
08.05.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'718 CHF | 65'218 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'024 CHF | 62'524 CHF | 99.98% | 99.98% |