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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.69% | 1.47 CHF | 1.48 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 287'082 CHF | 289'082 CHF | 97.97% | 97.97% |
22.05.2024 | 0.68% | 1.49 CHF | 1.50 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 291'959 CHF | 293'959 CHF | 90.59% | 90.59% |
21.05.2024 | 1.04% | 1.39 CHF | 1.40 CHF | 200'000 | 200'000 | 148'974 | 148'974 | 204'833 CHF | 206'753 CHF | 100.00% | 100.00% |
17.05.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 271'922 CHF | 273'922 CHF | 100.00% | 100.00% |
16.05.2024 | 0.82% | 1.39 CHF | 1.40 CHF | 200'000 | 200'000 | 179'396 | 179'396 | 248'001 CHF | 249'935 CHF | 98.53% | 98.53% |
15.05.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 200'000 | 200'000 | 197'708 | 197'708 | 317'318 CHF | 319'307 CHF | 98.94% | 98.94% |
14.05.2024 | 0.63% | 1.68 CHF | 1.69 CHF | 200'000 | 200'000 | 192'267 | 192'267 | 326'596 CHF | 328'588 CHF | 99.99% | 99.99% |
13.05.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 322'950 CHF | 324'950 CHF | 100.00% | 100.00% |
10.05.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 326'549 CHF | 328'549 CHF | 100.00% | 100.00% |
08.05.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 345'641 CHF | 347'641 CHF | 100.00% | 100.00% |