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 | 0.68% | 1.45 CHF | 1.46 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 147'099 CHF | 148'099 CHF | 99.35% | 99.35% |
15.05.2024 | 0.67% | 1.52 CHF | 1.53 CHF | 100'000 | 100'000 | 99'750 | 99'750 | 150'894 CHF | 151'902 CHF | 98.95% | 98.95% |
14.05.2024 | 0.67% | 1.53 CHF | 1.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 149'348 CHF | 150'348 CHF | 100.00% | 100.00% |
13.05.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 146'908 CHF | 147'908 CHF | 100.00% | 100.00% |
10.05.2024 | 0.71% | 1.44 CHF | 1.45 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 281'513 CHF | 283'513 CHF | 100.00% | 100.00% |
08.05.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 264'975 CHF | 266'975 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 1.28 CHF | 1.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 247'637 CHF | 249'637 CHF | 98.92% | 98.92% |
06.05.2024 | 0.84% | 1.16 CHF | 1.17 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 238'090 CHF | 240'090 CHF | 100.00% | 100.00% |
03.05.2024 | 0.83% | 1.15 CHF | 1.16 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 238'768 CHF | 240'768 CHF | 98.64% | 98.64% |
02.05.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 245'385 CHF | 247'385 CHF | 99.13% | 99.13% |