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 | 1.53% | 0.70 CHF | 0.71 CHF | 200'000 | 200'000 | 177'680 | 177'680 | 124'244 CHF | 125'992 CHF | 90.96% | 90.96% |
15.05.2024 | 1.45% | 0.60 CHF | 0.61 CHF | 200'000 | 200'000 | 198'136 | 198'027 | 116'099 CHF | 117'713 CHF | 97.41% | 97.41% |
14.05.2024 | 1.71% | 0.55 CHF | 0.56 CHF | 200'000 | 200'000 | 191'803 | 191'803 | 104'459 CHF | 106'190 CHF | 86.19% | 86.19% |
13.05.2024 | 1.43% | 0.60 CHF | 0.61 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 117'494 CHF | 119'182 CHF | 85.01% | 85.01% |
10.05.2024 | 1.44% | 0.58 CHF | 0.58 CHF | 200'000 | 200'000 | 199'888 | 200'000 | 115'697 CHF | 117'443 CHF | 93.10% | 93.10% |
08.05.2024 | 1.49% | 0.54 CHF | 0.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 108'228 CHF | 109'854 CHF | 100.00% | 100.00% |
07.05.2024 | 1.54% | 0.54 CHF | 0.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 105'799 CHF | 107'446 CHF | 98.92% | 98.92% |
06.05.2024 | 1.58% | 0.52 CHF | 0.53 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 103'142 CHF | 104'781 CHF | 100.00% | 100.00% |
03.05.2024 | 1.62% | 0.51 CHF | 0.51 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 98'018 CHF | 99'618 CHF | 96.49% | 96.49% |
02.05.2024 | 1.59% | 0.47 CHF | 0.48 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 101'918 CHF | 103'554 CHF | 92.16% | 92.16% |