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 | 1.00% | 1.01 CHF | 1.02 CHF | 200'000 | 200'000 | 197'346 | 197'346 | 201'907 CHF | 203'907 CHF | 91.85% | 91.85% |
23.05.2024 | 0.92% | 1.05 CHF | 1.06 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 217'324 CHF | 219'324 CHF | 97.98% | 97.98% |
22.05.2024 | 0.94% | 1.04 CHF | 1.05 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 212'669 CHF | 214'669 CHF | 90.59% | 90.59% |
21.05.2024 | 1.29% | 1.13 CHF | 1.14 CHF | 200'000 | 200'000 | 148'974 | 148'974 | 170'549 CHF | 172'535 CHF | 100.00% | 100.00% |
17.05.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 233'368 CHF | 235'368 CHF | 100.00% | 100.00% |
16.05.2024 | 1.00% | 1.13 CHF | 1.14 CHF | 200'000 | 200'000 | 179'397 | 179'397 | 204'487 CHF | 206'432 CHF | 98.54% | 98.54% |
15.05.2024 | 1.09% | 0.94 CHF | 0.95 CHF | 200'000 | 200'000 | 197'906 | 197'906 | 181'602 CHF | 183'589 CHF | 98.78% | 98.78% |
14.05.2024 | 1.28% | 0.85 CHF | 0.86 CHF | 200'000 | 200'000 | 192'247 | 192'247 | 159'653 CHF | 161'645 CHF | 99.75% | 99.75% |
13.05.2024 | 1.09% | 0.94 CHF | 0.95 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 183'021 CHF | 185'021 CHF | 100.00% | 100.00% |
10.05.2024 | 1.11% | 0.88 CHF | 0.89 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 179'476 CHF | 181'476 CHF | 100.00% | 100.00% |