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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 0.89% | 1.01 CHF | 1.02 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 168'206 CHF | 169'706 CHF | 100.00% | 100.00% |
23.05.2024 | 1.05% | 1.01 CHF | 1.02 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 142'155 CHF | 143'655 CHF | 100.00% | 100.00% |
22.05.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 151'314 CHF | 152'814 CHF | 100.00% | 100.00% |
21.05.2024 | 0.95% | 1.02 CHF | 1.03 CHF | 150'000 | 150'000 | 149'837 | 149'837 | 157'036 CHF | 158'536 CHF | 99.84% | 99.84% |
17.05.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 166'525 CHF | 168'025 CHF | 100.00% | 100.00% |
16.05.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 150'000 | 150'000 | 149'762 | 149'762 | 157'910 CHF | 159'410 CHF | 100.00% | 100.00% |
15.05.2024 | 0.86% | 1.14 CHF | 1.15 CHF | 150'000 | 150'000 | 144'154 | 144'154 | 184'968 CHF | 186'450 CHF | 99.92% | 99.92% |
14.05.2024 | 0.70% | 1.39 CHF | 1.40 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 214'404 CHF | 215'904 CHF | 99.98% | 99.98% |
13.05.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 209'146 CHF | 210'646 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 1.46 CHF | 1.47 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 212'547 CHF | 214'047 CHF | 100.00% | 100.00% |