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 | 0.63% | 1.50 CHF | 1.51 CHF | 10'000 | 10'000 | 9'982 | 9'982 | 15'781 CHF | 15'881 CHF | 99.52% | 99.52% |
15.05.2024 | 0.74% | 1.46 CHF | 1.47 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 13'527 CHF | 13'627 CHF | 99.57% | 99.57% |
14.05.2024 | 0.92% | 1.21 CHF | 1.22 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 16'241 CHF | 16'391 CHF | 99.52% | 99.52% |
13.05.2024 | 0.96% | 1.00 CHF | 1.01 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 10'324 CHF | 10'424 CHF | 99.54% | 99.54% |
10.05.2024 | 0.88% | 1.06 CHF | 1.07 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 11'349 CHF | 11'449 CHF | 99.51% | 99.51% |
08.05.2024 | 0.84% | 1.23 CHF | 1.24 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 11'918 CHF | 12'018 CHF | 99.51% | 99.51% |
07.05.2024 | 0.83% | 1.26 CHF | 1.27 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 11'968 CHF | 12'068 CHF | 99.51% | 99.51% |
06.05.2024 | 0.88% | 1.17 CHF | 1.18 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 11'313 CHF | 11'413 CHF | 99.55% | 99.55% |
03.05.2024 | 0.94% | 1.10 CHF | 1.11 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 15'908 CHF | 16'058 CHF | 99.48% | 99.48% |
02.05.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 10'376 CHF | 10'476 CHF | 99.33% | 99.43% |