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 | 0.96% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'821 CHF | 52'321 CHF | 99.30% | 99.30% |
15.05.2024 | 1.04% | 0.98 CHF | 0.99 CHF | 60'000 | 50'000 | 60'000 | 49'489 | 58'594 CHF | 48'831 CHF | 98.93% | 98.93% |
14.05.2024 | 1.08% | 0.97 CHF | 0.98 CHF | 60'000 | 50'000 | 59'107 | 49'362 | 55'251 CHF | 46'641 CHF | 99.99% | 99.99% |
13.05.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'247 CHF | 46'539 CHF | 100.00% | 100.00% |
10.05.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'141 CHF | 45'617 CHF | 100.00% | 100.00% |
08.05.2024 | 1.16% | 0.88 CHF | 0.89 CHF | 60'000 | 50'000 | 60'720 | 50'000 | 52'115 CHF | 43'437 CHF | 100.00% | 100.00% |
07.05.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 56'879 CHF | 41'128 CHF | 96.75% | 96.75% |
06.05.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 70'000 | 50'000 | 69'461 | 49'876 | 55'463 CHF | 40'334 CHF | 100.00% | 100.00% |
03.05.2024 | 2.66% | 0.77 CHF | 0.79 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'555 CHF | 19'055 CHF | 98.64% | 98.64% |
02.05.2024 | 2.71% | 0.69 CHF | 0.71 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'852 CHF | 18'342 CHF | 99.13% | 99.13% |