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 | 0.93% | 1.05 CHF | 1.06 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 106'625 CHF | 107'625 CHF | 99.35% | 99.35% |
15.05.2024 | 0.91% | 1.12 CHF | 1.13 CHF | 100'000 | 100'000 | 99'750 | 99'750 | 110'628 CHF | 111'636 CHF | 98.95% | 98.95% |
14.05.2024 | 0.91% | 1.13 CHF | 1.14 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 108'976 CHF | 109'976 CHF | 100.00% | 100.00% |
13.05.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 106'550 CHF | 107'550 CHF | 100.00% | 100.00% |
10.05.2024 | 0.99% | 1.04 CHF | 1.05 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 200'880 CHF | 202'880 CHF | 100.00% | 100.00% |
08.05.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 184'290 CHF | 186'290 CHF | 100.00% | 100.00% |
07.05.2024 | 1.19% | 0.87 CHF | 0.88 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 166'912 CHF | 168'912 CHF | 98.92% | 98.92% |
06.05.2024 | 1.26% | 0.76 CHF | 0.77 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 157'157 CHF | 159'157 CHF | 100.00% | 100.00% |
03.05.2024 | 1.26% | 0.75 CHF | 0.76 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 157'939 CHF | 159'939 CHF | 96.24% | 96.24% |
02.05.2024 | 1.21% | 0.80 CHF | 0.81 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 164'774 CHF | 166'774 CHF | 97.69% | 97.69% |