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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 1.61% | 1.18 CHF | 1.20 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 246'308 CHF | 250'308 CHF | 98.04% | 98.04% |
22.05.2024 | 1.67% | 1.17 CHF | 1.19 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 237'738 CHF | 241'738 CHF | 96.83% | 96.83% |
21.05.2024 | 1.55% | 1.27 CHF | 1.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 255'790 CHF | 259'790 CHF | 96.02% | 96.02% |
17.05.2024 | 1.53% | 1.32 CHF | 1.34 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 259'352 CHF | 263'352 CHF | 85.85% | 85.85% |
16.05.2024 | 1.70% | 1.15 CHF | 1.17 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 233'081 CHF | 237'081 CHF | 98.59% | 98.59% |
15.05.2024 | 1.33% | 1.07 CHF | 1.09 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 194'028 CHF | 196'654 CHF | 94.34% | 94.34% |
14.05.2024 | 1.21% | 0.88 CHF | 0.89 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 164'428 CHF | 166'428 CHF | 98.94% | 98.94% |
13.05.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 164'834 CHF | 166'834 CHF | 95.49% | 95.49% |
10.05.2024 | 1.32% | 0.79 CHF | 0.80 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 151'070 CHF | 153'070 CHF | 97.11% | 97.11% |
08.05.2024 | 1.86% | 0.55 CHF | 0.56 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 106'670 CHF | 108'670 CHF | 99.32% | 99.32% |