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 | 0.91% | 1.12 CHF | 1.13 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 219'675 CHF | 221'675 CHF | 99.91% | 99.91% |
15.05.2024 | 0.92% | 1.10 CHF | 1.11 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 216'346 CHF | 218'346 CHF | 100.00% | 100.00% |
14.05.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 210'676 CHF | 212'676 CHF | 99.76% | 99.76% |
13.05.2024 | 0.97% | 1.05 CHF | 1.06 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 205'985 CHF | 207'985 CHF | 100.00% | 100.00% |
10.05.2024 | 0.97% | 1.01 CHF | 1.02 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 204'268 CHF | 206'268 CHF | 100.00% | 100.00% |
08.05.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 201'112 CHF | 203'112 CHF | 96.88% | 96.88% |
07.05.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 208'267 CHF | 210'267 CHF | 99.83% | 99.83% |
06.05.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 209'320 CHF | 211'320 CHF | 99.77% | 99.77% |
03.05.2024 | 0.95% | 1.01 CHF | 1.02 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 209'138 CHF | 211'138 CHF | 99.99% | 99.99% |
02.05.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 215'106 CHF | 217'106 CHF | 100.00% | 100.00% |