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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 2.46% | 0.43 CHF | 0.44 CHF | 200'000 | 200'000 | 198'580 | 197'708 | 80'440 CHF | 82'082 CHF | 98.94% | 98.94% |
14.05.2024 | 3.31% | 0.34 CHF | 0.35 CHF | 200'000 | 200'000 | 192'265 | 192'265 | 61'201 CHF | 63'191 CHF | 99.98% | 99.98% |
13.05.2024 | 2.46% | 0.43 CHF | 0.44 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 80'460 CHF | 82'460 CHF | 100.00% | 100.00% |
10.05.2024 | 2.57% | 0.37 CHF | 0.38 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 76'968 CHF | 78'968 CHF | 100.00% | 100.00% |
08.05.2024 | 3.37% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 58'359 CHF | 60'359 CHF | 100.00% | 100.00% |
07.05.2024 | 3.92% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 204'454 | 200'000 | 51'214 CHF | 52'198 CHF | 98.92% | 98.92% |
06.05.2024 | 4.75% | 0.22 CHF | 0.23 CHF | 230'000 | 200'000 | 245'748 | 200'000 | 50'537 CHF | 43'339 CHF | 100.00% | 100.00% |
03.05.2024 | 7.16% | 0.18 CHF | 0.19 CHF | 280'000 | 200'000 | 375'822 | 200'000 | 50'599 CHF | 30'233 CHF | 98.71% | 98.71% |
02.05.2024 | 4.92% | 0.10 CHF | 0.11 CHF | 500'000 | 200'000 | 256'666 | 200'000 | 50'834 CHF | 43'983 CHF | 96.19% | 96.19% |
30.04.2024 | 3.98% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 205'543 | 200'000 | 50'658 CHF | 51'345 CHF | 100.00% | 100.00% |