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% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 30'464 | 58'483 CHF | 35'714 CHF | 98.90% | 98.90% |
15.05.2024 | 0.95% | 1.08 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 30'548 | 52'650 CHF | 32'666 CHF | 97.51% | 97.51% |
14.05.2024 | 1.04% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 59'585 | 30'570 | 57'129 CHF | 29'586 CHF | 97.11% | 97.11% |
13.05.2024 | 0.92% | 0.97 CHF | 0.98 CHF | 60'000 | 50'000 | 51'345 | 30'305 | 55'364 CHF | 32'548 CHF | 99.00% | 99.00% |
10.05.2024 | 0.87% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 50'000 | 30'407 | 57'448 CHF | 34'926 CHF | 97.15% | 97.15% |
08.05.2024 | 0.97% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 51'759 | 30'432 | 52'852 CHF | 31'757 CHF | 98.40% | 98.40% |
07.05.2024 | 1.07% | 0.99 CHF | 1.00 CHF | 60'000 | 50'000 | 59'995 | 30'479 | 56'020 CHF | 28'756 CHF | 98.75% | 98.75% |
06.05.2024 | 1.27% | 0.84 CHF | 0.85 CHF | 60'000 | 50'000 | 69'857 | 30'460 | 54'761 CHF | 24'222 CHF | 99.02% | 99.02% |
03.05.2024 | 1.77% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 93'887 | 30'535 | 52'707 CHF | 18'360 CHF | 96.94% | 96.94% |
02.05.2024 | 1.93% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 100'852 | 29'992 | 52'575 CHF | 15'675 CHF | 98.14% | 98.56% |