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 | 0.81% | 1.46 CHF | 1.47 CHF | 192'000 | 192'000 | 88'760 | 88'760 | 115'211 CHF | 116'102 CHF | 99.22% | 99.22% |
15.05.2024 | 0.88% | 1.20 CHF | 1.21 CHF | 200'000 | 200'000 | 89'317 | 89'317 | 103'958 CHF | 104'855 CHF | 99.99% | 99.99% |
14.05.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 200'000 | 200'000 | 79'208 | 79'208 | 94'798 CHF | 95'621 CHF | 98.18% | 98.18% |
13.05.2024 | 0.78% | 1.39 CHF | 1.40 CHF | 194'000 | 194'000 | 88'878 | 88'878 | 118'063 CHF | 118'953 CHF | 99.49% | 99.49% |
10.05.2024 | 0.87% | 1.17 CHF | 1.18 CHF | 200'000 | 200'000 | 89'487 | 89'487 | 104'675 CHF | 105'572 CHF | 100.00% | 100.00% |
08.05.2024 | 0.94% | 1.11 CHF | 1.12 CHF | 200'000 | 200'000 | 94'966 | 94'966 | 103'116 CHF | 104'067 CHF | 99.13% | 99.13% |
07.05.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 200'000 | 200'000 | 89'408 | 89'408 | 102'379 CHF | 103'276 CHF | 99.83% | 99.83% |
06.05.2024 | 0.83% | 1.24 CHF | 1.25 CHF | 200'000 | 200'000 | 89'502 | 89'502 | 109'934 CHF | 110'831 CHF | 100.00% | 100.00% |
03.05.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 200'000 | 200'000 | 89'581 | 89'581 | 107'838 CHF | 108'735 CHF | 99.69% | 99.69% |
02.05.2024 | 0.94% | 1.13 CHF | 1.14 CHF | 200'000 | 200'000 | 96'376 | 96'376 | 104'282 CHF | 105'248 CHF | 100.00% | 100.00% |