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 | 0.97% | 1.02 CHF | 1.03 CHF | 200'000 | 200'000 | 199'000 | 199'000 | 203'686 CHF | 205'677 CHF | 100.00% | 100.00% |
15.05.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 200'000 | 200'000 | 198'784 | 198'784 | 207'567 CHF | 209'559 CHF | 100.00% | 100.00% |
14.05.2024 | 0.98% | 1.03 CHF | 1.04 CHF | 200'000 | 200'000 | 199'153 | 199'153 | 202'245 CHF | 204'237 CHF | 100.00% | 100.00% |
13.05.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 200'000 | 200'000 | 200'376 | 200'376 | 200'712 CHF | 202'715 CHF | 100.00% | 100.00% |
10.05.2024 | 0.98% | 1.00 CHF | 1.01 CHF | 220'000 | 220'000 | 199'351 | 199'351 | 203'310 CHF | 205'304 CHF | 100.00% | 100.00% |
08.05.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 200'000 | 200'000 | 199'133 | 199'133 | 208'446 CHF | 210'437 CHF | 99.15% | 99.15% |
07.05.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 200'000 | 200'000 | 199'079 | 199'079 | 209'373 CHF | 211'365 CHF | 99.85% | 99.85% |
06.05.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 200'000 | 200'000 | 199'175 | 199'175 | 204'982 CHF | 206'974 CHF | 100.00% | 100.00% |
03.05.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 200'000 | 200'000 | 208'603 | 208'603 | 209'477 CHF | 211'563 CHF | 100.00% | 100.00% |
02.05.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 200'000 | 200'000 | 205'992 | 205'992 | 206'721 CHF | 208'781 CHF | 100.00% | 100.00% |