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 | 2.50% | 0.40 CHF | 0.41 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 118'421 CHF | 121'421 CHF | 99.53% | 99.53% |
15.05.2024 | 2.68% | 0.38 CHF | 0.39 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 110'588 CHF | 113'588 CHF | 99.54% | 99.54% |
14.05.2024 | 2.54% | 0.38 CHF | 0.39 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 77'650 CHF | 79'650 CHF | 99.56% | 99.56% |
13.05.2024 | 2.52% | 0.40 CHF | 0.41 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 78'482 CHF | 80'482 CHF | 99.57% | 99.57% |
10.05.2024 | 2.54% | 0.39 CHF | 0.40 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 77'680 CHF | 79'680 CHF | 77.17% | 77.17% |
08.05.2024 | 2.59% | 0.38 CHF | 0.39 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 114'174 CHF | 117'174 CHF | 98.50% | 98.50% |
07.05.2024 | 2.57% | 0.38 CHF | 0.39 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 76'983 CHF | 78'983 CHF | 95.92% | 95.92% |
06.05.2024 | 2.26% | 0.42 CHF | 0.43 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 87'600 CHF | 89'600 CHF | 99.57% | 99.57% |
03.05.2024 | 2.12% | 0.47 CHF | 0.48 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 93'563 CHF | 95'563 CHF | 89.30% | 89.30% |
02.05.2024 | 2.03% | 0.49 CHF | 0.50 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 97'419 CHF | 99'419 CHF | 97.03% | 97.03% |