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 | 0.99% | 1.49 CHF | 1.50 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 61'374 CHF | 38'738 CHF | 99.25% | 99.25% |
15.05.2024 | 1.01% | 1.53 CHF | 1.54 CHF | 40'000 | 25'000 | 40'000 | 24'952 | 60'932 CHF | 38'395 CHF | 98.90% | 98.90% |
14.05.2024 | 1.05% | 1.55 CHF | 1.57 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 61'903 CHF | 39'098 CHF | 95.83% | 95.83% |
13.05.2024 | 1.00% | 1.56 CHF | 1.57 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 61'915 CHF | 39'087 CHF | 91.37% | 91.37% |
10.05.2024 | 1.10% | 1.54 CHF | 1.56 CHF | 40'000 | 25'000 | 37'146 | 23'703 | 58'604 CHF | 37'790 CHF | 100.00% | 100.00% |
08.05.2024 | 0.88% | 1.75 CHF | 1.77 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 53'647 CHF | 45'102 CHF | 100.00% | 100.00% |
07.05.2024 | 0.85% | 1.81 CHF | 1.82 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 52'944 CHF | 44'495 CHF | 97.06% | 97.06% |
06.05.2024 | 0.88% | 1.82 CHF | 1.84 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 55'708 CHF | 46'834 CHF | 96.91% | 96.91% |
03.05.2024 | 0.75% | 1.90 CHF | 1.91 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 56'613 CHF | 47'535 CHF | 97.92% | 97.92% |
02.05.2024 | 0.80% | 1.90 CHF | 1.92 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 95'013 CHF | 95'773 CHF | 99.34% | 99.34% |