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 | 0.92% | 1.09 CHF | 1.10 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 216'152 CHF | 218'152 CHF | 99.40% | 99.40% |
15.05.2024 | 1.01% | 1.06 CHF | 1.07 CHF | 200'000 | 200'000 | 200'000 | 199'998 | 197'065 CHF | 199'063 CHF | 98.23% | 98.23% |
14.05.2024 | 1.06% | 0.96 CHF | 0.97 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 187'992 CHF | 189'992 CHF | 98.22% | 98.22% |
13.05.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 190'163 CHF | 192'163 CHF | 97.65% | 97.65% |
10.05.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 189'445 CHF | 191'445 CHF | 95.84% | 95.84% |
08.05.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 200'000 | 200'000 | 199'988 | 199'999 | 193'780 CHF | 195'791 CHF | 98.07% | 98.07% |
07.05.2024 | 1.01% | 0.97 CHF | 0.98 CHF | 200'000 | 200'000 | 199'994 | 200'000 | 197'734 CHF | 199'739 CHF | 97.75% | 97.75% |
06.05.2024 | 1.05% | 1.00 CHF | 1.01 CHF | 200'000 | 200'000 | 199'993 | 200'000 | 189'715 CHF | 191'722 CHF | 97.90% | 97.90% |
03.05.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 173'992 CHF | 175'992 CHF | 94.50% | 94.50% |
02.05.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 163'167 CHF | 165'167 CHF | 96.79% | 96.79% |