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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 1.08% | 0.95 CHF | 0.96 CHF | 200'000 | 200'000 | 197'708 | 197'708 | 183'395 CHF | 185'381 CHF | 98.94% | 98.94% |
14.05.2024 | 1.27% | 0.86 CHF | 0.87 CHF | 200'000 | 200'000 | 192'247 | 192'247 | 161'575 CHF | 163'567 CHF | 99.75% | 99.75% |
13.05.2024 | 1.08% | 0.95 CHF | 0.96 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 185'050 CHF | 187'050 CHF | 100.00% | 100.00% |
10.05.2024 | 1.09% | 0.89 CHF | 0.90 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 181'954 CHF | 183'954 CHF | 100.00% | 100.00% |
08.05.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 162'839 CHF | 164'839 CHF | 100.00% | 100.00% |
07.05.2024 | 1.29% | 0.80 CHF | 0.81 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 154'599 CHF | 156'599 CHF | 98.92% | 98.92% |
06.05.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 145'839 CHF | 147'839 CHF | 100.00% | 100.00% |
03.05.2024 | 1.50% | 0.70 CHF | 0.71 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 132'744 CHF | 134'744 CHF | 98.49% | 98.49% |
02.05.2024 | 1.36% | 0.62 CHF | 0.63 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 146'474 CHF | 148'474 CHF | 96.19% | 96.19% |
30.04.2024 | 1.29% | 0.78 CHF | 0.79 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 153'871 CHF | 155'871 CHF | 100.00% | 100.00% |