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 | 1.45% | 2.56 CHF | 2.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 126'158 CHF | 128'006 CHF | 98.83% | 98.83% |
15.05.2024 | 1.51% | 2.43 CHF | 2.46 CHF | 50'000 | 50'000 | 49'590 | 49'437 | 121'052 CHF | 122'493 CHF | 98.95% | 98.95% |
14.05.2024 | 1.50% | 2.41 CHF | 2.45 CHF | 30'000 | 25'000 | 27'457 | 25'000 | 68'055 CHF | 62'965 CHF | 100.00% | 100.00% |
13.05.2024 | 1.53% | 2.52 CHF | 2.56 CHF | 25'000 | 25'000 | 25'088 | 25'000 | 63'520 CHF | 64'276 CHF | 99.99% | 99.99% |
10.05.2024 | 1.61% | 2.59 CHF | 2.63 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 66'855 CHF | 67'937 CHF | 100.00% | 100.00% |
08.05.2024 | 1.57% | 2.88 CHF | 2.92 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 71'840 CHF | 72'978 CHF | 100.00% | 100.00% |
07.05.2024 | 1.60% | 3.00 CHF | 3.05 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 77'572 CHF | 78'822 CHF | 98.92% | 98.92% |
06.05.2024 | 1.55% | 3.33 CHF | 3.38 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 81'026 CHF | 82'288 CHF | 100.00% | 100.00% |
03.05.2024 | 1.47% | 3.35 CHF | 3.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 81'112 CHF | 82'315 CHF | 97.79% | 97.79% |
02.05.2024 | 1.50% | 3.18 CHF | 3.23 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 78'907 CHF | 80'099 CHF | 99.03% | 99.03% |