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% | 1.34 CHF | 1.35 CHF | 150'000 | 150'000 | 149'884 | 149'884 | 200'751 CHF | 202'251 CHF | 100.00% | 100.00% |
15.05.2024 | 0.60% | 1.42 CHF | 1.43 CHF | 150'000 | 150'000 | 149'703 | 149'703 | 248'310 CHF | 249'810 CHF | 99.82% | 99.82% |
14.05.2024 | 0.54% | 1.83 CHF | 1.84 CHF | 150'000 | 150'000 | 149'968 | 149'968 | 279'185 CHF | 280'685 CHF | 99.88% | 99.88% |
13.05.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 293'548 CHF | 295'048 CHF | 100.00% | 100.00% |
10.05.2024 | 0.56% | 1.95 CHF | 1.96 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 269'876 CHF | 271'376 CHF | 100.00% | 100.00% |
08.05.2024 | 0.42% | 2.33 CHF | 2.34 CHF | 150'000 | 150'000 | 149'968 | 149'968 | 358'819 CHF | 360'319 CHF | 99.29% | 99.29% |
07.05.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 150'000 | 150'000 | 149'900 | 149'900 | 354'307 CHF | 355'807 CHF | 100.00% | 100.00% |
06.05.2024 | 0.41% | 2.38 CHF | 2.39 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 362'165 CHF | 363'665 CHF | 100.00% | 100.00% |
03.05.2024 | 0.37% | 2.80 CHF | 2.81 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 410'017 CHF | 411'517 CHF | 98.71% | 98.71% |
02.05.2024 | 0.36% | 2.70 CHF | 2.71 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 420'124 CHF | 421'624 CHF | 99.99% | 99.99% |