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 | 1.90% | 1.07 CHF | 1.08 CHF | 250'000 | 250'000 | 225'367 | 225'367 | 246'092 CHF | 249'683 CHF | 99.01% | 99.01% |
15.05.2024 | 2.58% | 1.06 CHF | 1.12 CHF | 125'000 | 125'000 | 208'122 | 208'122 | 221'817 CHF | 226'127 CHF | 98.05% | 98.05% |
14.05.2024 | 1.01% | 1.04 CHF | 1.05 CHF | 250'000 | 250'000 | 248'365 | 248'365 | 262'564 CHF | 265'132 CHF | 97.88% | 97.88% |
13.05.2024 | 0.99% | 1.08 CHF | 1.09 CHF | 250'000 | 250'000 | 247'664 | 247'664 | 273'940 CHF | 276'538 CHF | 99.99% | 99.99% |
10.05.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 282'846 CHF | 285'346 CHF | 98.68% | 98.68% |
08.05.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 296'378 CHF | 298'878 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 310'142 CHF | 312'642 CHF | 99.93% | 99.93% |
06.05.2024 | 1.19% | 1.27 CHF | 1.28 CHF | 250'000 | 250'000 | 237'735 | 237'735 | 304'342 CHF | 307'385 CHF | 100.00% | 100.00% |
03.05.2024 | 1.42% | 1.35 CHF | 1.36 CHF | 250'000 | 250'000 | 228'067 | 228'067 | 310'435 CHF | 313'902 CHF | 97.31% | 97.31% |
02.05.2024 | 1.05% | 1.36 CHF | 1.37 CHF | 250'000 | 250'000 | 241'340 | 241'340 | 308'637 CHF | 311'511 CHF | 99.47% | 99.47% |