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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 1.63% | 0.85 CHF | 0.87 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 194'877 CHF | 198'064 CHF | 98.80% | 98.80% |
14.05.2024 | 1.37% | 1.08 CHF | 1.10 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 231'865 CHF | 235'062 CHF | 99.39% | 99.39% |
13.05.2024 | 1.40% | 1.16 CHF | 1.18 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 232'395 CHF | 235'669 CHF | 98.91% | 98.91% |
10.05.2024 | 1.27% | 1.23 CHF | 1.24 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 252'747 CHF | 255'988 CHF | 99.98% | 99.98% |
08.05.2024 | 1.04% | 1.55 CHF | 1.56 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 315'201 CHF | 318'504 CHF | 99.67% | 99.67% |
07.05.2024 | 0.89% | 1.68 CHF | 1.70 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 359'419 CHF | 362'646 CHF | 96.81% | 96.81% |
06.05.2024 | 0.79% | 2.07 CHF | 2.09 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 409'156 CHF | 412'414 CHF | 99.85% | 99.85% |
03.05.2024 | 0.70% | 2.21 CHF | 2.22 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 443'239 CHF | 446'361 CHF | 96.49% | 96.49% |
02.05.2024 | 0.70% | 2.35 CHF | 2.36 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 451'236 CHF | 454'418 CHF | 99.23% | 99.23% |
30.04.2024 | 0.74% | 2.21 CHF | 2.23 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 428'192 CHF | 431'375 CHF | 99.73% | 99.73% |