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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 1.98% | 0.53 CHF | 0.54 CHF | 200'000 | 200'000 | 198'284 | 197'906 | 100'411 CHF | 102'213 CHF | 98.78% | 98.78% |
14.05.2024 | 2.53% | 0.44 CHF | 0.45 CHF | 200'000 | 200'000 | 192'267 | 192'267 | 80'501 CHF | 82'493 CHF | 99.99% | 99.99% |
13.05.2024 | 1.96% | 0.53 CHF | 0.54 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 101'021 CHF | 103'021 CHF | 100.00% | 100.00% |
10.05.2024 | 2.03% | 0.47 CHF | 0.48 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 97'476 CHF | 99'476 CHF | 100.00% | 100.00% |
08.05.2024 | 2.51% | 0.39 CHF | 0.40 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 78'825 CHF | 80'825 CHF | 100.00% | 100.00% |
07.05.2024 | 2.80% | 0.38 CHF | 0.39 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 70'599 CHF | 72'599 CHF | 98.92% | 98.92% |
06.05.2024 | 3.19% | 0.32 CHF | 0.33 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 61'839 CHF | 63'839 CHF | 100.00% | 100.00% |
03.05.2024 | 4.08% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 216'161 | 200'000 | 52'198 CHF | 50'789 CHF | 98.47% | 98.47% |
02.05.2024 | 3.22% | 0.20 CHF | 0.21 CHF | 250'000 | 200'000 | 203'245 | 200'000 | 63'179 CHF | 64'476 CHF | 96.18% | 96.18% |
30.04.2024 | 2.82% | 0.36 CHF | 0.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 69'871 CHF | 71'871 CHF | 100.00% | 100.00% |