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 | 0.91% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'910 CHF | 55'410 CHF | 99.77% | 99.77% |
15.05.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'867 CHF | 57'367 CHF | 100.00% | 100.00% |
14.05.2024 | 0.86% | 1.19 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'025 CHF | 58'525 CHF | 100.00% | 100.00% |
13.05.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'782 CHF | 57'282 CHF | 100.00% | 100.00% |
10.05.2024 | 0.91% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'584 CHF | 55'084 CHF | 100.00% | 100.00% |
08.05.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 53'647 | 53'647 | 54'251 CHF | 54'788 CHF | 100.00% | 100.00% |
07.05.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 60'160 | 60'162 | 59'959 CHF | 60'563 CHF | 99.75% | 99.75% |
06.05.2024 | 1.04% | 1.00 CHF | 1.01 CHF | 50'000 | 50'000 | 73'263 | 73'263 | 70'365 CHF | 71'097 CHF | 99.52% | 99.52% |
03.05.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'538 CHF | 67'288 CHF | 99.69% | 99.69% |
02.05.2024 | 1.17% | 0.87 CHF | 0.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'624 CHF | 64'374 CHF | 100.00% | 100.00% |