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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 238'723 CHF | 240'723 CHF | 96.81% | 96.81% |
16.05.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 229'982 CHF | 231'982 CHF | 97.80% | 97.80% |
15.05.2024 | 0.75% | 1.23 CHF | 1.24 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 264'583 CHF | 266'583 CHF | 97.45% | 97.45% |
14.05.2024 | 0.70% | 1.39 CHF | 1.40 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 285'142 CHF | 287'142 CHF | 97.23% | 97.23% |
13.05.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 283'297 CHF | 285'297 CHF | 99.00% | 99.00% |
10.05.2024 | 0.69% | 1.47 CHF | 1.48 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 288'941 CHF | 290'941 CHF | 99.59% | 99.59% |
08.05.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 310'724 CHF | 312'724 CHF | 99.51% | 99.51% |
07.05.2024 | 0.64% | 1.51 CHF | 1.52 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 312'253 CHF | 314'253 CHF | 99.59% | 99.59% |
06.05.2024 | 0.60% | 1.63 CHF | 1.64 CHF | 200'000 | 200'000 | 160'444 | 160'444 | 265'599 CHF | 267'203 CHF | 99.56% | 99.56% |
03.05.2024 | 0.54% | 1.77 CHF | 1.78 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 277'960 CHF | 279'460 CHF | 99.36% | 99.36% |