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 | 0.67% | 1.47 CHF | 1.48 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 149'215 CHF | 150'215 CHF | 99.35% | 99.35% |
15.05.2024 | 0.66% | 1.54 CHF | 1.55 CHF | 100'000 | 100'000 | 99'750 | 99'750 | 152'979 CHF | 153'988 CHF | 98.95% | 98.95% |
14.05.2024 | 0.66% | 1.55 CHF | 1.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 151'510 CHF | 152'510 CHF | 100.00% | 100.00% |
13.05.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 149'009 CHF | 150'009 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 1.46 CHF | 1.47 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 285'616 CHF | 287'616 CHF | 100.00% | 100.00% |
08.05.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 269'140 CHF | 271'140 CHF | 100.00% | 100.00% |
07.05.2024 | 0.79% | 1.30 CHF | 1.31 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 251'686 CHF | 253'686 CHF | 98.92% | 98.92% |
06.05.2024 | 0.82% | 1.18 CHF | 1.19 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 242'151 CHF | 244'151 CHF | 100.00% | 100.00% |
03.05.2024 | 0.82% | 1.18 CHF | 1.19 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 242'833 CHF | 244'833 CHF | 98.64% | 98.64% |
02.05.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 249'524 CHF | 251'524 CHF | 99.13% | 99.13% |