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 | 0.87% | 1.16 CHF | 1.17 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 229'999 CHF | 231'999 CHF | 99.53% | 99.53% |
15.05.2024 | 0.94% | 1.09 CHF | 1.10 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 212'966 CHF | 214'966 CHF | 98.89% | 98.89% |
14.05.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 109'683 CHF | 110'683 CHF | 99.49% | 99.49% |
13.05.2024 | 0.85% | 1.15 CHF | 1.16 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 117'634 CHF | 118'634 CHF | 99.52% | 99.52% |
10.05.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 116'302 CHF | 117'302 CHF | 97.19% | 97.19% |
08.05.2024 | 0.82% | 1.25 CHF | 1.26 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 244'394 CHF | 246'394 CHF | 99.53% | 99.53% |
07.05.2024 | 0.84% | 1.16 CHF | 1.17 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 118'730 CHF | 119'730 CHF | 97.83% | 97.83% |
06.05.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 121'935 CHF | 122'935 CHF | 99.18% | 99.18% |
03.05.2024 | 1.55% | 1.28 CHF | 1.30 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 128'319 CHF | 130'319 CHF | 99.48% | 99.48% |
02.05.2024 | 1.51% | 1.32 CHF | 1.34 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 131'425 CHF | 133'425 CHF | 99.49% | 99.49% |