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 | 0.61% | 1.64 CHF | 1.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 81'909 CHF | 82'409 CHF | 99.24% | 99.24% |
15.05.2024 | 0.66% | 1.56 CHF | 1.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'625 CHF | 76'125 CHF | 99.39% | 99.39% |
14.05.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'853 CHF | 76'353 CHF | 99.17% | 99.17% |
13.05.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'034 CHF | 78'534 CHF | 99.39% | 99.39% |
10.05.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 78'120 CHF | 78'620 CHF | 99.38% | 99.38% |
08.05.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 77'323 CHF | 77'823 CHF | 99.39% | 99.39% |
07.05.2024 | 0.71% | 1.48 CHF | 1.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 70'134 CHF | 70'634 CHF | 99.24% | 99.24% |
06.05.2024 | 0.75% | 1.36 CHF | 1.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'434 CHF | 66'934 CHF | 99.20% | 99.20% |
03.05.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'340 CHF | 65'840 CHF | 99.38% | 99.38% |
02.05.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'897 CHF | 64'397 CHF | 99.38% | 99.38% |