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 | 2.47% | 0.40 CHF | 0.41 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 79'947 CHF | 81'947 CHF | 99.91% | 99.91% |
15.05.2024 | 2.57% | 0.40 CHF | 0.41 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 76'892 CHF | 78'892 CHF | 100.00% | 100.00% |
14.05.2024 | 2.65% | 0.37 CHF | 0.38 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 74'527 CHF | 76'527 CHF | 99.77% | 99.77% |
13.05.2024 | 2.54% | 0.38 CHF | 0.39 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 77'707 CHF | 79'707 CHF | 100.00% | 100.00% |
10.05.2024 | 2.48% | 0.40 CHF | 0.41 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 79'729 CHF | 81'729 CHF | 100.00% | 100.00% |
08.05.2024 | 2.32% | 0.42 CHF | 0.43 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 85'051 CHF | 87'051 CHF | 96.89% | 96.89% |
07.05.2024 | 2.18% | 0.45 CHF | 0.46 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 90'628 CHF | 92'628 CHF | 99.83% | 99.83% |
06.05.2024 | 2.12% | 0.46 CHF | 0.47 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 93'209 CHF | 95'209 CHF | 99.76% | 99.76% |
03.05.2024 | 1.96% | 0.50 CHF | 0.51 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 101'188 CHF | 103'188 CHF | 100.00% | 100.00% |
02.05.2024 | 2.11% | 0.51 CHF | 0.52 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 93'924 CHF | 95'924 CHF | 100.00% | 100.00% |