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 | 0.88% | 1.11 CHF | 1.12 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 112'660 CHF | 113'660 CHF | 99.35% | 99.35% |
15.05.2024 | 0.86% | 1.18 CHF | 1.19 CHF | 100'000 | 100'000 | 99'750 | 99'750 | 116'652 CHF | 117'659 CHF | 98.95% | 98.95% |
14.05.2024 | 0.87% | 1.19 CHF | 1.20 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 114'976 CHF | 115'976 CHF | 100.00% | 100.00% |
13.05.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 112'550 CHF | 113'550 CHF | 100.00% | 100.00% |
10.05.2024 | 0.94% | 1.10 CHF | 1.11 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 212'819 CHF | 214'819 CHF | 100.00% | 100.00% |
08.05.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 196'210 CHF | 198'210 CHF | 100.00% | 100.00% |
07.05.2024 | 1.11% | 0.93 CHF | 0.94 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 178'849 CHF | 180'849 CHF | 98.92% | 98.92% |
06.05.2024 | 1.18% | 0.82 CHF | 0.83 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 169'100 CHF | 171'100 CHF | 100.00% | 100.00% |
03.05.2024 | 1.17% | 0.81 CHF | 0.82 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 169'815 CHF | 171'815 CHF | 98.64% | 98.64% |
02.05.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 176'604 CHF | 178'604 CHF | 98.79% | 98.79% |