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 | 0.59% | 1.57 CHF | 1.58 CHF | 50'000 | 50'000 | 49'956 | 49'956 | 84'530 CHF | 85'030 CHF | 100.00% | 100.00% |
15.05.2024 | 0.65% | 1.65 CHF | 1.66 CHF | 50'000 | 50'000 | 49'897 | 49'897 | 77'144 CHF | 77'644 CHF | 100.00% | 100.00% |
14.05.2024 | 0.81% | 1.37 CHF | 1.38 CHF | 50'000 | 50'000 | 49'993 | 49'993 | 61'329 CHF | 61'829 CHF | 99.99% | 99.99% |
13.05.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'390 CHF | 56'890 CHF | 100.00% | 100.00% |
10.05.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'577 CHF | 53'077 CHF | 99.56% | 99.56% |
08.05.2024 | 1.16% | 0.90 CHF | 0.91 CHF | 50'000 | 50'000 | 49'988 | 49'988 | 42'839 CHF | 43'339 CHF | 99.29% | 99.29% |
07.05.2024 | 1.26% | 0.93 CHF | 0.94 CHF | 50'000 | 50'000 | 49'965 | 49'965 | 39'850 CHF | 40'350 CHF | 100.00% | 100.00% |
06.05.2024 | 1.24% | 0.73 CHF | 0.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'972 CHF | 40'472 CHF | 100.00% | 100.00% |
03.05.2024 | 1.26% | 0.72 CHF | 0.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'671 CHF | 40'171 CHF | 99.94% | 99.94% |
02.05.2024 | 1.39% | 0.75 CHF | 0.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 35'690 CHF | 36'190 CHF | 99.99% | 99.99% |