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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.77% | 1.25 CHF | 1.26 CHF | 200'000 | 200'000 | 199'974 | 200'000 | 259'437 CHF | 261'471 CHF | 99.02% | 99.02% |
16.05.2024 | 0.86% | 1.25 CHF | 1.26 CHF | 200'000 | 200'000 | 200'000 | 199'975 | 231'716 CHF | 233'687 CHF | 99.05% | 99.05% |
15.05.2024 | 0.88% | 1.08 CHF | 1.09 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 227'430 CHF | 229'430 CHF | 98.27% | 98.27% |
14.05.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 200'000 | 200'000 | 200'000 | 199'999 | 247'150 CHF | 249'150 CHF | 97.89% | 97.89% |
13.05.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 200'000 | 200'000 | 199'958 | 200'000 | 240'890 CHF | 242'941 CHF | 99.47% | 99.47% |
10.05.2024 | 0.86% | 1.19 CHF | 1.20 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 231'004 CHF | 233'004 CHF | 98.97% | 98.97% |
08.05.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 200'000 | 200'000 | 200'000 | 199'983 | 288'950 CHF | 290'925 CHF | 99.10% | 99.10% |
07.05.2024 | 0.61% | 1.49 CHF | 1.50 CHF | 200'000 | 200'000 | 200'000 | 199'974 | 325'235 CHF | 327'192 CHF | 98.96% | 98.96% |
06.05.2024 | 0.55% | 1.76 CHF | 1.77 CHF | 200'000 | 200'000 | 199'984 | 200'000 | 359'700 CHF | 361'730 CHF | 99.26% | 99.26% |
03.05.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 200'000 | 200'000 | 200'000 | 199'994 | 389'361 CHF | 391'350 CHF | 90.46% | 90.46% |