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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.62% | 1.65 CHF | 1.66 CHF | 200'000 | 200'000 | 199'940 | 199'940 | 321'335 CHF | 323'335 CHF | 99.73% | 99.73% |
13.05.2024 | 0.62% | 1.64 CHF | 1.65 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 323'935 CHF | 325'935 CHF | 100.00% | 100.00% |
10.05.2024 | 0.60% | 1.61 CHF | 1.62 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 331'931 CHF | 333'931 CHF | 100.00% | 100.00% |
08.05.2024 | 0.73% | 1.38 CHF | 1.39 CHF | 200'000 | 200'000 | 199'960 | 199'960 | 273'879 CHF | 275'879 CHF | 99.67% | 99.67% |
07.05.2024 | 0.88% | 1.27 CHF | 1.28 CHF | 200'000 | 200'000 | 199'806 | 199'806 | 227'016 CHF | 229'016 CHF | 99.72% | 99.72% |
06.05.2024 | 1.05% | 0.98 CHF | 0.99 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 189'638 CHF | 191'638 CHF | 100.00% | 100.00% |
03.05.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 159'714 CHF | 161'714 CHF | 99.90% | 99.90% |
02.05.2024 | 1.39% | 0.70 CHF | 0.71 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 142'985 CHF | 144'984 CHF | 99.54% | 99.54% |
30.04.2024 | 1.02% | 0.79 CHF | 0.80 CHF | 200'000 | 200'000 | 199'883 | 199'883 | 194'931 CHF | 196'931 CHF | 99.99% | 99.99% |
29.04.2024 | 0.86% | 1.09 CHF | 1.10 CHF | 200'000 | 200'000 | 199'959 | 199'959 | 232'402 CHF | 234'402 CHF | 99.60% | 99.60% |