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 | 2.51% | 0.39 CHF | 0.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'678 CHF | 20'178 CHF | 99.76% | 99.76% |
15.05.2024 | 2.51% | 0.40 CHF | 0.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'699 CHF | 20'199 CHF | 100.00% | 100.00% |
14.05.2024 | 2.55% | 0.39 CHF | 0.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'379 CHF | 19'879 CHF | 100.00% | 100.00% |
13.05.2024 | 2.53% | 0.39 CHF | 0.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'516 CHF | 20'016 CHF | 100.00% | 100.00% |
10.05.2024 | 2.54% | 0.39 CHF | 0.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'467 CHF | 19'967 CHF | 100.00% | 100.00% |
08.05.2024 | 2.61% | 0.38 CHF | 0.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'937 CHF | 19'437 CHF | 99.66% | 99.66% |
07.05.2024 | 2.73% | 0.37 CHF | 0.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'048 CHF | 18'548 CHF | 99.74% | 99.74% |
06.05.2024 | 2.85% | 0.34 CHF | 0.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'277 CHF | 17'777 CHF | 99.52% | 99.52% |
03.05.2024 | 2.96% | 0.34 CHF | 0.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'673 CHF | 17'173 CHF | 99.72% | 99.72% |
02.05.2024 | 3.15% | 0.32 CHF | 0.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'625 CHF | 16'125 CHF | 100.00% | 100.00% |