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 | 1.99% | 1.03 CHF | 1.04 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 204'520 CHF | 208'664 CHF | 99.00% | 99.00% |
15.05.2024 | 2.64% | 1.01 CHF | 1.07 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 212'876 CHF | 218'515 CHF | 98.05% | 98.05% |
14.05.2024 | 0.94% | 1.11 CHF | 1.12 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 227'148 CHF | 229'300 CHF | 97.88% | 97.88% |
13.05.2024 | 0.95% | 1.14 CHF | 1.15 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 229'348 CHF | 231'544 CHF | 99.99% | 99.99% |
10.05.2024 | 0.86% | 1.18 CHF | 1.19 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 232'712 CHF | 234'712 CHF | 98.68% | 98.68% |
08.05.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 241'557 CHF | 243'557 CHF | 99.99% | 99.99% |
07.05.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 230'228 CHF | 232'228 CHF | 99.94% | 99.94% |
06.05.2024 | 1.37% | 1.13 CHF | 1.14 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 223'266 CHF | 226'338 CHF | 100.00% | 100.00% |
03.05.2024 | 1.69% | 1.15 CHF | 1.16 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 227'298 CHF | 231'164 CHF | 97.22% | 97.22% |
02.05.2024 | 1.15% | 1.21 CHF | 1.22 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 238'436 CHF | 241'203 CHF | 99.47% | 99.47% |