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 | 0.97% | 1.03 CHF | 1.04 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 205'842 CHF | 207'842 CHF | 100.00% | 100.00% |
15.05.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 207'363 CHF | 209'363 CHF | 100.00% | 100.00% |
14.05.2024 | 0.99% | 1.03 CHF | 1.04 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 201'062 CHF | 203'062 CHF | 99.75% | 99.75% |
13.05.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 197'631 CHF | 199'631 CHF | 100.00% | 100.00% |
10.05.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 196'886 CHF | 198'886 CHF | 100.00% | 100.00% |
08.05.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 196'265 CHF | 198'265 CHF | 100.00% | 100.00% |
07.05.2024 | 1.03% | 0.99 CHF | 1.00 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 193'087 CHF | 195'087 CHF | 100.00% | 100.00% |
06.05.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 182'283 CHF | 184'283 CHF | 100.00% | 100.00% |
03.05.2024 | 1.09% | 0.89 CHF | 0.90 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 182'931 CHF | 184'931 CHF | 97.87% | 97.87% |
02.05.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 183'716 CHF | 185'716 CHF | 100.00% | 100.00% |