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 | 0.76% | 1.29 CHF | 1.30 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 131'170 CHF | 132'170 CHF | 99.35% | 99.35% |
15.05.2024 | 0.75% | 1.36 CHF | 1.37 CHF | 100'000 | 100'000 | 99'750 | 99'750 | 134'980 CHF | 135'988 CHF | 98.95% | 98.95% |
14.05.2024 | 0.75% | 1.37 CHF | 1.38 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 133'388 CHF | 134'388 CHF | 100.00% | 100.00% |
13.05.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 130'974 CHF | 131'974 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 1.28 CHF | 1.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 249'578 CHF | 251'578 CHF | 100.00% | 100.00% |
08.05.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 233'140 CHF | 235'140 CHF | 100.00% | 100.00% |
07.05.2024 | 0.92% | 1.12 CHF | 1.13 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 215'756 CHF | 217'756 CHF | 98.92% | 98.92% |
06.05.2024 | 0.97% | 1.00 CHF | 1.01 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 206'246 CHF | 208'246 CHF | 100.00% | 100.00% |
03.05.2024 | 0.96% | 1.00 CHF | 1.01 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 206'923 CHF | 208'923 CHF | 97.86% | 97.86% |
02.05.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 213'587 CHF | 215'587 CHF | 99.11% | 99.11% |