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 | 0.75% | 1.45 CHF | 1.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'096 CHF | 72'641 CHF | 99.30% | 99.30% |
15.05.2024 | 0.79% | 1.46 CHF | 1.47 CHF | 50'000 | 50'000 | 49'809 | 49'522 | 74'209 CHF | 74'369 CHF | 98.81% | 98.81% |
14.05.2024 | 0.68% | 1.55 CHF | 1.56 CHF | 50'000 | 50'000 | 49'363 | 49'363 | 78'033 CHF | 78'555 CHF | 99.99% | 99.99% |
13.05.2024 | 0.68% | 1.63 CHF | 1.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 80'515 CHF | 81'064 CHF | 100.00% | 100.00% |
10.05.2024 | 0.64% | 1.62 CHF | 1.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'462 CHF | 82'994 CHF | 100.00% | 100.00% |
08.05.2024 | 0.75% | 1.65 CHF | 1.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'372 CHF | 79'969 CHF | 100.00% | 100.00% |
07.05.2024 | 0.64% | 1.59 CHF | 1.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'930 CHF | 83'463 CHF | 98.92% | 98.92% |
06.05.2024 | 0.64% | 1.71 CHF | 1.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'368 CHF | 82'896 CHF | 100.00% | 100.00% |
03.05.2024 | 0.67% | 1.66 CHF | 1.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 82'715 CHF | 83'269 CHF | 98.64% | 98.64% |
02.05.2024 | 0.68% | 1.72 CHF | 1.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'720 CHF | 84'290 CHF | 99.13% | 99.13% |