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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 1.94% | 0.49 CHF | 0.50 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 20'443 CHF | 20'843 CHF | 99.13% | 99.13% |
16.05.2024 | 1.94% | 0.53 CHF | 0.54 CHF | 40'000 | 40'000 | 39'940 | 39'940 | 20'456 CHF | 20'856 CHF | 100.00% | 100.00% |
15.05.2024 | 2.09% | 0.50 CHF | 0.51 CHF | 40'000 | 40'000 | 39'929 | 39'929 | 19'019 CHF | 19'419 CHF | 100.00% | 100.00% |
14.05.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 40'000 | 40'000 | 39'978 | 39'978 | 19'683 CHF | 20'083 CHF | 100.00% | 100.00% |
13.05.2024 | 1.97% | 0.52 CHF | 0.53 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 20'113 CHF | 20'513 CHF | 99.83% | 99.83% |
10.05.2024 | 3.14% | 0.55 CHF | 0.56 CHF | 40'000 | 40'000 | 36'387 | 36'387 | 18'615 CHF | 19'003 CHF | 100.00% | 100.00% |
08.05.2024 | 2.22% | 0.45 CHF | 0.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'321 CHF | 22'821 CHF | 98.93% | 98.93% |
07.05.2024 | 2.55% | 0.34 CHF | 0.35 CHF | 50'000 | 50'000 | 49'909 | 49'909 | 19'415 CHF | 19'915 CHF | 99.96% | 99.96% |
06.05.2024 | 2.43% | 0.41 CHF | 0.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'371 CHF | 20'871 CHF | 100.00% | 100.00% |
03.05.2024 | 2.38% | 0.42 CHF | 0.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'770 CHF | 21'270 CHF | 99.98% | 99.98% |