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 | 2.23% | 0.48 CHF | 0.49 CHF | 200'000 | 200'000 | 177'680 | 177'680 | 85'182 CHF | 86'933 CHF | 90.96% | 90.96% |
15.05.2024 | 2.21% | 0.40 CHF | 0.40 CHF | 200'000 | 200'000 | 198'919 | 198'016 | 76'381 CHF | 77'723 CHF | 97.42% | 97.42% |
14.05.2024 | 2.65% | 0.36 CHF | 0.36 CHF | 200'000 | 200'000 | 191'950 | 191'950 | 67'109 CHF | 68'836 CHF | 86.05% | 86.05% |
13.05.2024 | 2.14% | 0.40 CHF | 0.41 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 77'238 CHF | 78'906 CHF | 85.01% | 85.01% |
10.05.2024 | 2.19% | 0.38 CHF | 0.39 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 75'931 CHF | 77'611 CHF | 93.10% | 93.10% |
08.05.2024 | 2.38% | 0.35 CHF | 0.36 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 69'606 CHF | 71'282 CHF | 100.00% | 100.00% |
07.05.2024 | 2.39% | 0.35 CHF | 0.36 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 67'440 CHF | 69'074 CHF | 98.92% | 98.92% |
06.05.2024 | 2.46% | 0.33 CHF | 0.34 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 65'317 CHF | 66'943 CHF | 100.00% | 100.00% |
03.05.2024 | 2.56% | 0.32 CHF | 0.33 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 61'742 CHF | 63'342 CHF | 96.49% | 96.49% |
02.05.2024 | 2.50% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 64'399 CHF | 66'029 CHF | 92.16% | 92.16% |