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 | 1.05% | 0.94 CHF | 0.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 47'242 CHF | 47'742 CHF | 99.76% | 99.76% |
15.05.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 47'840 CHF | 48'340 CHF | 100.00% | 100.00% |
14.05.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 48'343 CHF | 48'843 CHF | 100.00% | 100.00% |
13.05.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 47'847 CHF | 48'347 CHF | 100.00% | 100.00% |
10.05.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 46'995 CHF | 47'495 CHF | 100.00% | 100.00% |
08.05.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 45'301 CHF | 45'801 CHF | 100.00% | 100.00% |
07.05.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 44'854 CHF | 45'354 CHF | 99.73% | 99.73% |
06.05.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 44'331 CHF | 44'831 CHF | 99.52% | 99.52% |
03.05.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 42'662 CHF | 43'162 CHF | 99.71% | 99.71% |
02.05.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 41'691 CHF | 42'191 CHF | 100.00% | 100.00% |