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 | 0.82% | 1.39 CHF | 1.40 CHF | 200'000 | 200'000 | 179'396 | 179'396 | 248'001 CHF | 249'935 CHF | 98.53% | 98.53% |
15.05.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 200'000 | 200'000 | 197'708 | 197'708 | 317'318 CHF | 319'307 CHF | 98.94% | 98.94% |
14.05.2024 | 0.63% | 1.68 CHF | 1.69 CHF | 200'000 | 200'000 | 192'267 | 192'267 | 326'596 CHF | 328'588 CHF | 99.99% | 99.99% |
13.05.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 322'950 CHF | 324'950 CHF | 100.00% | 100.00% |
10.05.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 326'549 CHF | 328'549 CHF | 100.00% | 100.00% |
08.05.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 345'641 CHF | 347'641 CHF | 100.00% | 100.00% |
07.05.2024 | 0.56% | 1.74 CHF | 1.75 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 355'515 CHF | 357'515 CHF | 98.92% | 98.92% |
06.05.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 365'151 CHF | 367'151 CHF | 100.00% | 100.00% |
03.05.2024 | 0.53% | 1.86 CHF | 1.87 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 378'678 CHF | 380'678 CHF | 98.71% | 98.71% |
02.05.2024 | 0.55% | 1.94 CHF | 1.95 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 364'180 CHF | 366'180 CHF | 96.19% | 96.19% |