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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 1.25% | 0.72 CHF | 0.73 CHF | 200'000 | 200'000 | 199'585 | 199'585 | 159'138 CHF | 161'138 CHF | 99.93% | 99.93% |
14.05.2024 | 1.15% | 0.82 CHF | 0.83 CHF | 200'000 | 200'000 | 199'950 | 199'950 | 172'567 CHF | 174'567 CHF | 99.72% | 99.72% |
13.05.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 169'725 CHF | 171'725 CHF | 100.00% | 100.00% |
10.05.2024 | 1.22% | 0.86 CHF | 0.87 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 163'478 CHF | 165'478 CHF | 100.00% | 100.00% |
08.05.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 200'000 | 200'000 | 199'962 | 199'962 | 225'939 CHF | 227'939 CHF | 99.67% | 99.67% |
07.05.2024 | 0.73% | 1.24 CHF | 1.25 CHF | 200'000 | 200'000 | 199'803 | 199'803 | 274'278 CHF | 276'278 CHF | 99.72% | 99.72% |
06.05.2024 | 0.64% | 1.53 CHF | 1.54 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 312'532 CHF | 314'532 CHF | 100.00% | 100.00% |
03.05.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 345'867 CHF | 347'867 CHF | 99.90% | 99.90% |
02.05.2024 | 0.55% | 1.84 CHF | 1.85 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 365'364 CHF | 367'364 CHF | 99.56% | 99.56% |
30.04.2024 | 0.63% | 1.77 CHF | 1.78 CHF | 200'000 | 200'000 | 199'841 | 199'841 | 314'950 CHF | 316'950 CHF | 99.99% | 99.99% |