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 | 0.61% | 1.64 CHF | 1.65 CHF | 190'000 | 190'000 | 189'728 | 189'728 | 312'488 CHF | 314'388 CHF | 100.00% | 100.00% |
15.05.2024 | 0.68% | 1.60 CHF | 1.61 CHF | 200'000 | 200'000 | 199'645 | 199'645 | 294'008 CHF | 296'008 CHF | 99.84% | 99.84% |
14.05.2024 | 0.75% | 1.35 CHF | 1.36 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 267'419 CHF | 269'419 CHF | 99.88% | 99.88% |
13.05.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 258'742 CHF | 260'742 CHF | 100.00% | 100.00% |
10.05.2024 | 0.71% | 1.29 CHF | 1.30 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 281'945 CHF | 283'945 CHF | 99.99% | 99.99% |
08.05.2024 | 0.91% | 1.12 CHF | 1.13 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 219'543 CHF | 221'543 CHF | 99.29% | 99.29% |
07.05.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 222'184 CHF | 224'184 CHF | 100.00% | 100.00% |
06.05.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 218'019 CHF | 220'019 CHF | 100.00% | 100.00% |
03.05.2024 | 1.01% | 0.95 CHF | 0.96 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 196'549 CHF | 198'549 CHF | 98.73% | 98.73% |
02.05.2024 | 1.03% | 1.02 CHF | 1.03 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 193'720 CHF | 195'720 CHF | 99.97% | 99.97% |