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 | 0.74% | 1.56 CHF | 1.57 CHF | 200'000 | 200'000 | 179'396 | 179'396 | 278'951 CHF | 280'901 CHF | 98.53% | 98.53% |
15.05.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 200'000 | 200'000 | 197'708 | 197'708 | 351'227 CHF | 353'214 CHF | 98.94% | 98.94% |
14.05.2024 | 0.57% | 1.85 CHF | 1.86 CHF | 200'000 | 200'000 | 192'247 | 192'247 | 359'354 CHF | 361'346 CHF | 99.75% | 99.75% |
13.05.2024 | 0.56% | 1.76 CHF | 1.77 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 356'979 CHF | 358'979 CHF | 100.00% | 100.00% |
10.05.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 361'032 CHF | 363'032 CHF | 100.00% | 100.00% |
08.05.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 380'075 CHF | 382'075 CHF | 100.00% | 100.00% |
07.05.2024 | 0.51% | 1.91 CHF | 1.92 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 390'090 CHF | 392'090 CHF | 98.92% | 98.92% |
06.05.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 399'171 CHF | 401'171 CHF | 100.00% | 100.00% |
03.05.2024 | 0.48% | 2.03 CHF | 2.04 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 412'709 CHF | 414'709 CHF | 98.71% | 98.71% |
02.05.2024 | 0.50% | 2.11 CHF | 2.12 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 398'670 CHF | 400'670 CHF | 96.19% | 96.19% |