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 | 0.90% | 1.11 CHF | 1.12 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 221'452 CHF | 223'452 CHF | 99.99% | 99.99% |
15.05.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 222'900 CHF | 224'900 CHF | 99.31% | 99.31% |
14.05.2024 | 0.92% | 1.11 CHF | 1.12 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 216'386 CHF | 218'386 CHF | 99.33% | 99.33% |
13.05.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 212'983 CHF | 214'983 CHF | 99.97% | 99.97% |
10.05.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 212'150 CHF | 214'150 CHF | 99.97% | 99.97% |
08.05.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 211'818 CHF | 213'818 CHF | 99.96% | 99.96% |
07.05.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 208'613 CHF | 210'613 CHF | 99.98% | 99.98% |
06.05.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 197'764 CHF | 199'764 CHF | 99.98% | 99.98% |
03.05.2024 | 1.00% | 0.97 CHF | 0.98 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 198'343 CHF | 200'343 CHF | 96.76% | 96.76% |
02.05.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 199'223 CHF | 201'223 CHF | 99.72% | 99.72% |