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 | 1.50% | 1.30 CHF | 1.32 CHF | 40'000 | 30'000 | 40'000 | 30'000 | 52'830 CHF | 40'222 CHF | 99.53% | 99.53% |
15.05.2024 | 1.38% | 1.37 CHF | 1.39 CHF | 40'000 | 30'000 | 40'000 | 30'000 | 57'427 CHF | 43'670 CHF | 95.32% | 95.32% |
14.05.2024 | 1.37% | 1.50 CHF | 1.52 CHF | 40'000 | 30'000 | 40'000 | 30'000 | 58'033 CHF | 44'124 CHF | 85.32% | 85.32% |
13.05.2024 | 0.84% | 1.23 CHF | 1.24 CHF | 50'000 | 30'000 | 49'860 | 30'000 | 59'447 CHF | 36'073 CHF | 99.06% | 99.06% |
10.05.2024 | 1.80% | 1.06 CHF | 1.08 CHF | 50'000 | 30'000 | 50'000 | 30'000 | 55'120 CHF | 33'672 CHF | 98.16% | 98.16% |
08.05.2024 | 1.85% | 1.09 CHF | 1.11 CHF | 50'000 | 30'000 | 50'000 | 30'000 | 53'605 CHF | 32'763 CHF | 93.48% | 93.48% |
07.05.2024 | 0.86% | 1.19 CHF | 1.20 CHF | 50'000 | 30'000 | 50'000 | 30'000 | 58'139 CHF | 35'183 CHF | 99.15% | 99.15% |
06.05.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'200 CHF | 55'700 CHF | 99.54% | 99.54% |
03.05.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 51'363 | 50'000 | 52'627 CHF | 51'807 CHF | 99.35% | 99.35% |
02.05.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 60'000 | 50'000 | 58'542 | 50'000 | 56'837 CHF | 49'086 CHF | 92.31% | 92.31% |