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 | 2.19% | 0.49 CHF | 0.50 CHF | 200'000 | 200'000 | 177'680 | 177'680 | 86'761 CHF | 88'509 CHF | 90.96% | 90.96% |
15.05.2024 | 2.07% | 0.42 CHF | 0.43 CHF | 200'000 | 200'000 | 198'746 | 198'027 | 80'565 CHF | 81'947 CHF | 97.41% | 97.41% |
14.05.2024 | 2.38% | 0.38 CHF | 0.39 CHF | 200'000 | 200'000 | 191'950 | 191'950 | 72'064 CHF | 73'721 CHF | 86.05% | 86.05% |
13.05.2024 | 2.04% | 0.42 CHF | 0.43 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 81'721 CHF | 83'401 CHF | 85.01% | 85.01% |
10.05.2024 | 2.12% | 0.40 CHF | 0.41 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 80'203 CHF | 81'921 CHF | 93.10% | 93.10% |
08.05.2024 | 2.15% | 0.38 CHF | 0.38 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 75'155 CHF | 76'786 CHF | 100.00% | 100.00% |
07.05.2024 | 2.17% | 0.38 CHF | 0.39 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 73'844 CHF | 75'461 CHF | 98.92% | 98.92% |
06.05.2024 | 2.22% | 0.36 CHF | 0.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 72'369 CHF | 73'990 CHF | 100.00% | 100.00% |
03.05.2024 | 2.30% | 0.36 CHF | 0.36 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 68'770 CHF | 70'370 CHF | 96.51% | 96.51% |
02.05.2024 | 2.31% | 0.33 CHF | 0.34 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 70'925 CHF | 72'579 CHF | 92.14% | 92.14% |