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 | 1.01% | 1.00 CHF | 1.01 CHF | 50'000 | 50'000 | 69'694 | 69'693 | 68'679 CHF | 69'375 CHF | 99.77% | 99.77% |
15.05.2024 | 1.03% | 0.99 CHF | 1.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 72'170 CHF | 72'920 CHF | 100.00% | 100.00% |
14.05.2024 | 1.00% | 0.96 CHF | 0.97 CHF | 75'000 | 75'000 | 60'000 | 60'001 | 59'569 CHF | 60'171 CHF | 100.00% | 100.00% |
13.05.2024 | 0.97% | 0.97 CHF | 0.98 CHF | 75'000 | 75'000 | 54'856 | 54'855 | 56'200 CHF | 56'747 CHF | 100.00% | 100.00% |
10.05.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'886 CHF | 57'386 CHF | 100.00% | 100.00% |
08.05.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'974 CHF | 58'474 CHF | 100.00% | 100.00% |
07.05.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'513 CHF | 56'013 CHF | 98.60% | 98.60% |
06.05.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'246 CHF | 54'746 CHF | 99.51% | 99.51% |
03.05.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'365 CHF | 54'865 CHF | 99.70% | 99.70% |
02.05.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 50'469 | 50'471 | 52'727 CHF | 53'233 CHF | 100.00% | 100.00% |