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 | 0.80% | 1.23 CHF | 1.24 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 125'133 CHF | 126'133 CHF | 99.35% | 99.35% |
15.05.2024 | 0.78% | 1.30 CHF | 1.31 CHF | 100'000 | 100'000 | 99'750 | 99'750 | 128'965 CHF | 129'974 CHF | 98.95% | 98.95% |
14.05.2024 | 0.78% | 1.31 CHF | 1.32 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 127'388 CHF | 128'388 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 124'939 CHF | 125'939 CHF | 100.00% | 100.00% |
10.05.2024 | 0.84% | 1.22 CHF | 1.23 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 237'513 CHF | 239'513 CHF | 100.00% | 100.00% |
08.05.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 220'975 CHF | 222'975 CHF | 100.00% | 100.00% |
07.05.2024 | 0.98% | 1.06 CHF | 1.07 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 203'562 CHF | 205'562 CHF | 98.92% | 98.92% |
06.05.2024 | 1.03% | 0.94 CHF | 0.95 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 194'008 CHF | 196'008 CHF | 100.00% | 100.00% |
03.05.2024 | 1.02% | 0.93 CHF | 0.94 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 194'768 CHF | 196'768 CHF | 98.63% | 98.63% |
02.05.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 201'385 CHF | 203'385 CHF | 99.12% | 99.12% |