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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 1.49% | 1.34 CHF | 1.36 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 133'502 CHF | 135'502 CHF | 97.32% | 97.32% |
21.05.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 128'136 CHF | 129'136 CHF | 99.52% | 99.52% |
17.05.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 116'357 CHF | 117'357 CHF | 98.90% | 98.90% |
16.05.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 229'999 CHF | 231'999 CHF | 99.53% | 99.53% |
15.05.2024 | 0.94% | 1.09 CHF | 1.10 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 212'966 CHF | 214'966 CHF | 98.89% | 98.89% |
14.05.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 109'683 CHF | 110'683 CHF | 99.49% | 99.49% |
13.05.2024 | 0.85% | 1.15 CHF | 1.16 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 117'634 CHF | 118'634 CHF | 99.52% | 99.52% |
10.05.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 116'302 CHF | 117'302 CHF | 97.19% | 97.19% |
08.05.2024 | 0.82% | 1.25 CHF | 1.26 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 244'394 CHF | 246'394 CHF | 99.53% | 99.53% |
07.05.2024 | 0.84% | 1.16 CHF | 1.17 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 118'730 CHF | 119'730 CHF | 97.83% | 97.83% |