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 | 0.84% | 1.17 CHF | 1.18 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 118'867 CHF | 119'867 CHF | 99.35% | 99.35% |
15.05.2024 | 0.82% | 1.24 CHF | 1.25 CHF | 100'000 | 100'000 | 99'750 | 99'750 | 122'751 CHF | 123'758 CHF | 98.95% | 98.95% |
14.05.2024 | 0.82% | 1.25 CHF | 1.26 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 121'132 CHF | 122'132 CHF | 100.00% | 100.00% |
13.05.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 118'752 CHF | 119'752 CHF | 100.00% | 100.00% |
10.05.2024 | 0.88% | 1.16 CHF | 1.17 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 225'101 CHF | 227'101 CHF | 100.00% | 100.00% |
08.05.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 208'629 CHF | 210'629 CHF | 100.00% | 100.00% |
07.05.2024 | 1.04% | 0.99 CHF | 1.00 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 191'428 CHF | 193'428 CHF | 98.09% | 98.09% |
06.05.2024 | 1.10% | 0.88 CHF | 0.89 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 181'616 CHF | 183'616 CHF | 100.00% | 100.00% |
03.05.2024 | 1.09% | 0.87 CHF | 0.88 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 182'308 CHF | 184'308 CHF | 98.59% | 98.59% |
02.05.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 189'094 CHF | 191'094 CHF | 99.13% | 99.13% |