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 | 0.84% | 1.19 CHF | 1.20 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 238'003 CHF | 240'003 CHF | 99.97% | 99.97% |
15.05.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 239'582 CHF | 241'582 CHF | 99.33% | 99.33% |
14.05.2024 | 0.85% | 1.19 CHF | 1.20 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 233'107 CHF | 235'107 CHF | 99.05% | 99.05% |
13.05.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 229'692 CHF | 231'692 CHF | 99.99% | 99.99% |
10.05.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 228'898 CHF | 230'898 CHF | 99.95% | 99.95% |
08.05.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 228'261 CHF | 230'261 CHF | 99.98% | 99.98% |
07.05.2024 | 0.88% | 1.15 CHF | 1.16 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 225'068 CHF | 227'068 CHF | 99.98% | 99.98% |
06.05.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 214'194 CHF | 216'194 CHF | 99.99% | 99.99% |
03.05.2024 | 0.93% | 1.05 CHF | 1.06 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 214'885 CHF | 216'885 CHF | 95.92% | 95.92% |
02.05.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 215'670 CHF | 217'670 CHF | 99.95% | 99.95% |