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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 144'078 CHF | 146'078 CHF | 100.00% | 100.00% |
16.05.2024 | 1.64% | 0.69 CHF | 0.70 CHF | 200'000 | 200'000 | 179'397 | 179'397 | 124'246 CHF | 126'188 CHF | 98.54% | 98.54% |
15.05.2024 | 2.13% | 0.49 CHF | 0.50 CHF | 200'000 | 200'000 | 198'288 | 197'707 | 93'449 CHF | 95'175 CHF | 98.94% | 98.94% |
14.05.2024 | 2.74% | 0.41 CHF | 0.42 CHF | 200'000 | 200'000 | 192'267 | 192'267 | 73'679 CHF | 75'662 CHF | 99.99% | 99.99% |
13.05.2024 | 2.12% | 0.50 CHF | 0.51 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 93'475 CHF | 95'475 CHF | 100.00% | 100.00% |
10.05.2024 | 2.19% | 0.44 CHF | 0.45 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 90'505 CHF | 92'505 CHF | 100.00% | 100.00% |
08.05.2024 | 2.76% | 0.36 CHF | 0.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 71'382 CHF | 73'382 CHF | 100.00% | 100.00% |
07.05.2024 | 3.10% | 0.35 CHF | 0.36 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 63'582 CHF | 65'582 CHF | 98.92% | 98.92% |
06.05.2024 | 3.59% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 200'393 | 200'000 | 54'922 CHF | 56'829 CHF | 100.00% | 100.00% |
03.05.2024 | 4.78% | 0.24 CHF | 0.25 CHF | 210'000 | 200'000 | 248'733 | 200'000 | 50'750 CHF | 43'721 CHF | 98.60% | 98.60% |