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 | 1.81% | 0.58 CHF | 0.59 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 109'356 CHF | 111'356 CHF | 99.47% | 99.47% |
15.05.2024 | 3.19% | 0.54 CHF | 0.55 CHF | 200'000 | 200'000 | 161'899 | 161'899 | 84'603 CHF | 86'349 CHF | 95.28% | 95.28% |
14.05.2024 | 2.88% | 0.38 CHF | 0.39 CHF | 200'000 | 200'000 | 197'641 | 197'641 | 70'357 CHF | 72'342 CHF | 98.36% | 98.36% |
13.05.2024 | 3.06% | 0.30 CHF | 0.31 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 64'519 CHF | 66'519 CHF | 99.51% | 99.51% |
10.05.2024 | 3.25% | 0.32 CHF | 0.33 CHF | 200'000 | 200'000 | 194'527 | 194'527 | 64'595 CHF | 66'559 CHF | 98.19% | 98.19% |
08.05.2024 | 2.86% | 0.34 CHF | 0.35 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 68'894 CHF | 70'894 CHF | 99.50% | 99.50% |
07.05.2024 | 2.83% | 0.36 CHF | 0.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 69'594 CHF | 71'594 CHF | 99.57% | 99.57% |
06.05.2024 | 3.32% | 0.31 CHF | 0.32 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 59'317 CHF | 61'317 CHF | 99.56% | 99.56% |
03.05.2024 | 3.14% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 63'148 CHF | 65'148 CHF | 89.82% | 89.82% |
02.05.2024 | 3.28% | 0.34 CHF | 0.35 CHF | 200'000 | 200'000 | 195'144 | 195'144 | 63'196 CHF | 65'164 CHF | 99.55% | 99.55% |