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 | 1.17% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'210 CHF | 51'810 CHF | 92.62% | 92.62% |
15.05.2024 | 1.18% | 1.00 CHF | 1.01 CHF | 59'700 | 50'000 | 59'566 | 49'358 | 57'801 CHF | 48'463 CHF | 78.68% | 78.68% |
14.05.2024 | 1.30% | 0.91 CHF | 0.92 CHF | 60'000 | 50'000 | 59'127 | 49'353 | 52'321 CHF | 44'239 CHF | 99.16% | 99.16% |
13.05.2024 | 1.37% | 0.84 CHF | 0.85 CHF | 61'979 | 50'000 | 60'162 | 50'000 | 51'659 CHF | 43'528 CHF | 87.88% | 87.88% |
10.05.2024 | 1.29% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 61'872 | 50'000 | 50'684 CHF | 41'509 CHF | 93.89% | 93.89% |
08.05.2024 | 1.27% | 0.82 CHF | 0.84 CHF | 62'334 | 50'000 | 60'046 | 50'000 | 53'180 CHF | 44'849 CHF | 95.68% | 95.68% |
07.05.2024 | 1.37% | 0.88 CHF | 0.89 CHF | 60'000 | 50'000 | 62'241 | 50'000 | 50'281 CHF | 40'969 CHF | 87.98% | 87.98% |
06.05.2024 | 1.23% | 0.76 CHF | 0.77 CHF | 63'005 | 50'000 | 61'357 | 50'000 | 50'435 CHF | 41'638 CHF | 90.31% | 90.31% |
03.05.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 62'270 | 50'000 | 61'822 | 50'000 | 50'579 CHF | 41'433 CHF | 98.64% | 98.64% |
02.05.2024 | 1.28% | 0.76 CHF | 0.77 CHF | 63'694 | 50'000 | 62'969 | 50'000 | 50'516 CHF | 40'637 CHF | 99.13% | 99.13% |