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 | 0.79% | 1.50 CHF | 1.51 CHF | 200'000 | 200'000 | 179'397 | 179'397 | 270'378 CHF | 272'371 CHF | 98.54% | 98.54% |
15.05.2024 | 0.78% | 1.31 CHF | 1.32 CHF | 200'000 | 200'000 | 197'707 | 197'707 | 253'812 CHF | 255'794 CHF | 98.94% | 98.94% |
14.05.2024 | 0.89% | 1.22 CHF | 1.23 CHF | 200'000 | 200'000 | 192'266 | 192'266 | 230'021 CHF | 232'007 CHF | 99.98% | 99.98% |
13.05.2024 | 0.78% | 1.31 CHF | 1.32 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 255'990 CHF | 257'990 CHF | 100.00% | 100.00% |
10.05.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 252'968 CHF | 254'968 CHF | 100.00% | 100.00% |
08.05.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 233'938 CHF | 235'938 CHF | 100.00% | 100.00% |
07.05.2024 | 0.88% | 1.16 CHF | 1.17 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 226'157 CHF | 228'157 CHF | 98.92% | 98.92% |
06.05.2024 | 0.92% | 1.10 CHF | 1.11 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 217'326 CHF | 219'326 CHF | 100.00% | 100.00% |
03.05.2024 | 0.98% | 1.05 CHF | 1.06 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 203'760 CHF | 205'760 CHF | 98.71% | 98.71% |
02.05.2024 | 0.92% | 0.98 CHF | 0.99 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 217'496 CHF | 219'496 CHF | 95.97% | 95.97% |