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 | 1.00% | 0.98 CHF | 0.99 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 199'494 CHF | 201'494 CHF | 99.53% | 99.53% |
15.05.2024 | 0.88% | 1.09 CHF | 1.10 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 225'319 CHF | 227'319 CHF | 99.51% | 99.51% |
14.05.2024 | 0.92% | 1.10 CHF | 1.11 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 215'326 CHF | 217'326 CHF | 99.45% | 99.45% |
13.05.2024 | 1.04% | 1.00 CHF | 1.01 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 191'528 CHF | 193'528 CHF | 96.89% | 96.89% |
10.05.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 195'165 CHF | 197'165 CHF | 94.89% | 94.89% |
08.05.2024 | 0.96% | 0.99 CHF | 1.00 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 207'219 CHF | 209'219 CHF | 97.52% | 97.52% |
07.05.2024 | 0.91% | 1.13 CHF | 1.14 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 218'180 CHF | 220'180 CHF | 97.83% | 97.83% |
06.05.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 207'994 CHF | 209'994 CHF | 99.19% | 99.19% |
03.05.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 190'830 CHF | 192'830 CHF | 89.94% | 89.94% |
02.05.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 182'676 CHF | 184'676 CHF | 99.49% | 99.49% |