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 | 2.61% | 1.14 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'801 CHF | 58'301 CHF | 98.71% | 98.71% |
15.05.2024 | 2.19% | 1.29 CHF | 1.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'750 CHF | 69'250 CHF | 99.42% | 99.42% |
14.05.2024 | 2.20% | 1.38 CHF | 1.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'497 CHF | 68'997 CHF | 99.44% | 99.44% |
13.05.2024 | 2.31% | 1.29 CHF | 1.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'118 CHF | 65'618 CHF | 99.49% | 99.49% |
10.05.2024 | 2.32% | 1.31 CHF | 1.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'957 CHF | 65'457 CHF | 98.20% | 98.20% |
08.05.2024 | 2.26% | 1.31 CHF | 1.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'634 CHF | 67'134 CHF | 99.53% | 99.53% |
07.05.2024 | 1.90% | 1.43 CHF | 1.46 CHF | 40'000 | 30'000 | 39'349 | 30'000 | 61'615 CHF | 47'928 CHF | 99.54% | 99.54% |
06.05.2024 | 2.90% | 1.65 CHF | 1.70 CHF | 40'000 | 30'000 | 31'714 | 30'000 | 53'923 CHF | 52'581 CHF | 99.50% | 99.50% |
03.05.2024 | 2.79% | 1.73 CHF | 1.78 CHF | 30'000 | 30'000 | 30'028 | 30'000 | 53'036 CHF | 54'490 CHF | 99.12% | 99.12% |
02.05.2024 | 2.65% | 1.86 CHF | 1.91 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 55'801 CHF | 57'301 CHF | 99.45% | 99.45% |