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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.82% | 1.25 CHF | 1.26 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 242'583 CHF | 244'583 CHF | 97.98% | 97.98% |
22.05.2024 | 0.81% | 1.27 CHF | 1.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 247'412 CHF | 249'412 CHF | 90.59% | 90.59% |
21.05.2024 | 1.21% | 1.17 CHF | 1.18 CHF | 200'000 | 200'000 | 148'974 | 148'974 | 171'713 CHF | 173'594 CHF | 100.00% | 100.00% |
17.05.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 227'443 CHF | 229'443 CHF | 100.00% | 100.00% |
16.05.2024 | 1.01% | 1.17 CHF | 1.18 CHF | 200'000 | 200'000 | 179'396 | 179'396 | 208'047 CHF | 210'007 CHF | 98.53% | 98.53% |
15.05.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 200'000 | 200'000 | 197'708 | 197'708 | 273'357 CHF | 275'340 CHF | 98.94% | 98.94% |
14.05.2024 | 0.72% | 1.45 CHF | 1.46 CHF | 200'000 | 200'000 | 192'264 | 192'264 | 283'778 CHF | 285'768 CHF | 99.95% | 99.95% |
13.05.2024 | 0.72% | 1.36 CHF | 1.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 278'525 CHF | 280'525 CHF | 100.00% | 100.00% |
10.05.2024 | 0.71% | 1.43 CHF | 1.44 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 282'046 CHF | 284'046 CHF | 100.00% | 100.00% |
08.05.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 301'175 CHF | 303'175 CHF | 100.00% | 100.00% |