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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 200'000 | 200'000 | 199'170 | 199'170 | 224'168 CHF | 226'160 CHF | 99.33% | 99.33% |
16.05.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 200'000 | 200'000 | 198'998 | 198'998 | 226'265 CHF | 228'257 CHF | 100.00% | 100.00% |
15.05.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 200'000 | 200'000 | 198'775 | 198'775 | 230'106 CHF | 232'098 CHF | 100.00% | 100.00% |
14.05.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 200'000 | 200'000 | 199'152 | 199'152 | 224'597 CHF | 226'589 CHF | 100.00% | 100.00% |
13.05.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 200'000 | 200'000 | 200'374 | 200'374 | 223'390 CHF | 225'394 CHF | 100.00% | 100.00% |
10.05.2024 | 0.88% | 1.11 CHF | 1.12 CHF | 220'000 | 220'000 | 199'351 | 199'351 | 225'789 CHF | 227'782 CHF | 100.00% | 100.00% |
08.05.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 200'000 | 200'000 | 199'136 | 199'136 | 230'772 CHF | 232'764 CHF | 99.14% | 99.14% |
07.05.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 200'000 | 200'000 | 199'083 | 199'083 | 231'615 CHF | 233'606 CHF | 99.85% | 99.85% |
06.05.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 200'000 | 200'000 | 199'175 | 199'175 | 227'307 CHF | 229'299 CHF | 100.00% | 100.00% |
03.05.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 200'000 | 200'000 | 208'606 | 208'606 | 232'732 CHF | 234'818 CHF | 99.99% | 99.99% |