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 | 0.92% | 1.06 CHF | 1.07 CHF | 30'000 | 30'000 | 30'089 | 30'089 | 32'540 CHF | 32'840 CHF | 99.54% | 99.54% |
15.05.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'365 CHF | 28'615 CHF | 99.49% | 99.49% |
14.05.2024 | 0.86% | 1.14 CHF | 1.15 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'796 CHF | 29'046 CHF | 99.50% | 99.55% |
13.05.2024 | 0.92% | 1.12 CHF | 1.13 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 32'570 CHF | 32'870 CHF | 99.52% | 99.52% |
10.05.2024 | 0.91% | 1.03 CHF | 1.04 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 32'751 CHF | 33'051 CHF | 99.56% | 99.56% |
08.05.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 34'061 CHF | 34'361 CHF | 99.56% | 99.56% |
07.05.2024 | 0.92% | 0.99 CHF | 1.00 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 32'653 CHF | 32'953 CHF | 99.57% | 99.57% |
06.05.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 31'437 CHF | 31'737 CHF | 99.56% | 99.56% |
03.05.2024 | 0.95% | 1.02 CHF | 1.03 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 31'459 CHF | 31'759 CHF | 99.53% | 99.53% |
02.05.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 30'000 | 30'000 | 26'758 | 26'758 | 27'334 CHF | 27'601 CHF | 99.49% | 99.49% |