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 | 1.73% | 1.19 CHF | 1.20 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 235'751 CHF | 239'856 CHF | 99.00% | 99.00% |
15.05.2024 | 2.41% | 1.16 CHF | 1.22 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 227'208 CHF | 232'813 CHF | 98.05% | 98.05% |
14.05.2024 | 0.98% | 1.11 CHF | 1.12 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 217'539 CHF | 219'683 CHF | 97.88% | 97.88% |
13.05.2024 | 1.02% | 1.09 CHF | 1.10 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 215'363 CHF | 217'569 CHF | 99.99% | 99.99% |
10.05.2024 | 0.93% | 1.05 CHF | 1.06 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 213'396 CHF | 215'396 CHF | 98.68% | 98.68% |
08.05.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 206'344 CHF | 208'344 CHF | 99.99% | 99.99% |
07.05.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 217'279 CHF | 219'279 CHF | 99.91% | 99.91% |
06.05.2024 | 1.38% | 1.11 CHF | 1.12 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 222'526 CHF | 225'619 CHF | 100.00% | 100.00% |
03.05.2024 | 1.73% | 1.09 CHF | 1.10 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 219'659 CHF | 223'518 CHF | 97.05% | 97.05% |
02.05.2024 | 1.29% | 1.05 CHF | 1.06 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 212'975 CHF | 215'721 CHF | 98.76% | 98.76% |