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 | 0.74% | 1.35 CHF | 1.36 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 270'108 CHF | 272'108 CHF | 100.00% | 100.00% |
15.05.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 271'702 CHF | 273'702 CHF | 100.00% | 100.00% |
14.05.2024 | 0.75% | 1.35 CHF | 1.36 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 265'121 CHF | 267'121 CHF | 99.74% | 99.74% |
13.05.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 261'702 CHF | 263'702 CHF | 100.00% | 100.00% |
10.05.2024 | 0.76% | 1.30 CHF | 1.31 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 260'874 CHF | 262'874 CHF | 100.00% | 100.00% |
08.05.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 260'257 CHF | 262'257 CHF | 100.00% | 100.00% |
07.05.2024 | 0.78% | 1.31 CHF | 1.32 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 257'048 CHF | 259'048 CHF | 100.00% | 100.00% |
06.05.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 246'129 CHF | 248'129 CHF | 100.00% | 100.00% |
03.05.2024 | 0.81% | 1.21 CHF | 1.22 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 246'698 CHF | 248'698 CHF | 97.87% | 97.87% |
02.05.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 247'666 CHF | 249'666 CHF | 100.00% | 100.00% |