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 | 0.68% | 1.46 CHF | 1.47 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 218'936 CHF | 220'436 CHF | 99.82% | 99.82% |
15.05.2024 | 0.71% | 1.47 CHF | 1.48 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 209'578 CHF | 211'078 CHF | 100.00% | 100.00% |
14.05.2024 | 0.73% | 1.38 CHF | 1.39 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 205'264 CHF | 206'764 CHF | 99.80% | 99.80% |
13.05.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 215'383 CHF | 216'883 CHF | 100.00% | 100.00% |
10.05.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 209'023 CHF | 210'523 CHF | 100.00% | 100.00% |
08.05.2024 | 0.70% | 1.39 CHF | 1.40 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 212'137 CHF | 213'637 CHF | 100.00% | 100.00% |
07.05.2024 | 0.78% | 1.38 CHF | 1.39 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 192'264 CHF | 193'764 CHF | 99.78% | 99.78% |
06.05.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 186'904 CHF | 188'404 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 186'094 CHF | 187'594 CHF | 100.00% | 100.00% |
02.05.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 178'864 CHF | 180'364 CHF | 100.00% | 100.00% |