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% | 1.19 CHF | 1.20 CHF | 180'000 | 180'000 | 179'736 | 179'736 | 214'210 CHF | 216'010 CHF | 100.00% | 100.00% |
15.05.2024 | 0.98% | 1.14 CHF | 1.15 CHF | 200'000 | 200'000 | 199'627 | 199'627 | 203'942 CHF | 205'942 CHF | 99.83% | 99.83% |
14.05.2024 | 1.11% | 0.91 CHF | 0.92 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 178'875 CHF | 180'875 CHF | 99.89% | 99.89% |
13.05.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 170'933 CHF | 172'933 CHF | 100.00% | 100.00% |
10.05.2024 | 1.04% | 0.86 CHF | 0.87 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 190'916 CHF | 192'916 CHF | 100.00% | 100.00% |
08.05.2024 | 1.48% | 0.69 CHF | 0.70 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 133'852 CHF | 135'852 CHF | 99.29% | 99.29% |
07.05.2024 | 1.45% | 0.68 CHF | 0.69 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 136'808 CHF | 138'808 CHF | 100.00% | 100.00% |
06.05.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 132'466 CHF | 134'466 CHF | 100.00% | 100.00% |
03.05.2024 | 1.75% | 0.54 CHF | 0.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 113'350 CHF | 115'350 CHF | 98.73% | 98.73% |
02.05.2024 | 1.80% | 0.60 CHF | 0.61 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 110'616 CHF | 112'616 CHF | 100.00% | 100.00% |