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 | 2.19% | 2.31 CHF | 2.34 CHF | 50'000 | 50'000 | 34'345 | 18'691 | 82'431 CHF | 45'289 CHF | 99.66% | 99.66% |
15.05.2024 | 2.06% | 2.51 CHF | 2.54 CHF | 50'000 | 50'000 | 26'512 | 18'674 | 67'645 CHF | 48'233 CHF | 99.60% | 99.60% |
14.05.2024 | 1.96% | 2.65 CHF | 2.68 CHF | 50'000 | 50'000 | 26'525 | 18'700 | 71'455 CHF | 51'038 CHF | 99.56% | 99.56% |
13.05.2024 | 1.77% | 2.94 CHF | 2.97 CHF | 50'000 | 50'000 | 26'903 | 19'204 | 80'275 CHF | 58'255 CHF | 94.07% | 94.07% |
10.05.2024 | 1.97% | 2.78 CHF | 2.81 CHF | 50'000 | 50'000 | 26'394 | 18'525 | 71'707 CHF | 51'432 CHF | 98.59% | 98.59% |
08.05.2024 | 2.03% | 2.64 CHF | 2.67 CHF | 50'000 | 50'000 | 26'516 | 18'689 | 69'407 CHF | 49'861 CHF | 99.64% | 99.64% |
07.05.2024 | 1.92% | 2.56 CHF | 2.59 CHF | 50'000 | 50'000 | 26'516 | 18'688 | 71'743 CHF | 50'807 CHF | 99.64% | 99.64% |
06.05.2024 | 1.86% | 2.88 CHF | 2.91 CHF | 50'000 | 50'000 | 26'516 | 18'688 | 75'744 CHF | 54'300 CHF | 99.65% | 99.65% |
03.05.2024 | 1.86% | 3.07 CHF | 3.10 CHF | 50'000 | 50'000 | 26'391 | 18'521 | 77'054 CHF | 55'537 CHF | 99.11% | 99.11% |
02.05.2024 | 1.73% | 3.06 CHF | 3.09 CHF | 50'000 | 50'000 | 26'458 | 18'611 | 80'988 CHF | 57'770 CHF | 99.40% | 99.40% |