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 | 0.92% | 1.04 CHF | 1.05 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 161'457 CHF | 162'957 CHF | 99.82% | 99.82% |
15.05.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 159'945 CHF | 161'445 CHF | 100.00% | 100.00% |
14.05.2024 | 1.04% | 1.00 CHF | 1.01 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 143'832 CHF | 145'332 CHF | 99.07% | 99.07% |
13.05.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 147'356 CHF | 148'856 CHF | 100.00% | 100.00% |
10.05.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 151'330 CHF | 152'830 CHF | 100.00% | 100.00% |
08.05.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 142'967 CHF | 144'467 CHF | 100.00% | 100.00% |
07.05.2024 | 1.12% | 0.91 CHF | 0.92 CHF | 150'000 | 150'000 | 194'220 | 194'225 | 171'853 CHF | 173'799 CHF | 99.82% | 99.82% |
06.05.2024 | 1.18% | 0.83 CHF | 0.84 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 209'974 CHF | 212'474 CHF | 99.78% | 99.78% |
03.05.2024 | 1.27% | 0.83 CHF | 0.84 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 196'349 CHF | 198'849 CHF | 100.00% | 100.00% |
02.05.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 177'393 CHF | 179'893 CHF | 100.00% | 100.00% |