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 | 0.73% | 1.38 CHF | 1.39 CHF | 50'000 | 50'000 | 41'276 | 28'191 | 56'213 CHF | 38'688 CHF | 89.23% | 89.23% |
15.05.2024 | 1.23% | 1.30 CHF | 1.33 CHF | 5'000 | 5'000 | 40'561 | 20'999 | 44'617 CHF | 23'412 CHF | 99.16% | 99.16% |
14.05.2024 | 0.97% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 50'307 | 29'723 | 51'463 CHF | 30'730 CHF | 88.84% | 88.84% |
13.05.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 50'841 | 30'455 | 53'326 CHF | 32'044 CHF | 99.03% | 99.03% |
10.05.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 30'376 | 52'471 CHF | 32'251 CHF | 97.71% | 97.71% |
08.05.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 30'429 | 54'617 CHF | 33'654 CHF | 99.48% | 99.48% |
07.05.2024 | 0.87% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 30'510 | 57'266 CHF | 34'973 CHF | 98.28% | 98.28% |
06.05.2024 | 0.93% | 1.18 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 30'484 | 53'595 CHF | 33'476 CHF | 98.25% | 98.25% |
03.05.2024 | 1.10% | 0.95 CHF | 0.96 CHF | 60'000 | 50'000 | 59'491 | 30'254 | 54'052 CHF | 28'172 CHF | 98.65% | 98.65% |
02.05.2024 | 1.26% | 0.83 CHF | 0.84 CHF | 70'000 | 50'000 | 69'883 | 30'507 | 55'204 CHF | 24'410 CHF | 98.13% | 98.13% |