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 | 0.85% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 50'503 | 50'503 | 58'987 CHF | 59'492 CHF | 98.93% | 98.93% |
15.05.2024 | 1.01% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 69'853 | 69'853 | 68'771 CHF | 69'470 CHF | 98.56% | 98.56% |
14.05.2024 | 1.15% | 0.89 CHF | 0.90 CHF | 75'000 | 75'000 | 75'493 | 75'493 | 65'395 CHF | 66'150 CHF | 98.42% | 98.42% |
13.05.2024 | 1.15% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 75'180 | 75'180 | 65'108 CHF | 65'859 CHF | 99.17% | 99.17% |
10.05.2024 | 1.23% | 0.85 CHF | 0.86 CHF | 75'000 | 75'000 | 75'084 | 75'084 | 60'560 CHF | 61'311 CHF | 96.50% | 96.50% |
08.05.2024 | 1.27% | 0.83 CHF | 0.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'538 CHF | 59'288 CHF | 99.16% | 99.16% |
07.05.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'201 | 75'201 | 59'217 CHF | 59'969 CHF | 98.99% | 98.99% |
06.05.2024 | 1.37% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'487 | 75'487 | 54'771 CHF | 55'526 CHF | 98.98% | 98.98% |
03.05.2024 | 1.53% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 96'390 | 96'390 | 62'480 CHF | 63'444 CHF | 95.96% | 95.96% |
02.05.2024 | 1.54% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 92'793 | 92'793 | 59'686 CHF | 60'614 CHF | 44.13% | 44.13% |