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 | 1.44% | 0.82 CHF | 0.83 CHF | 200'000 | 200'000 | 179'396 | 179'396 | 147'459 CHF | 149'451 CHF | 98.53% | 98.53% |
15.05.2024 | 1.68% | 0.62 CHF | 0.63 CHF | 200'000 | 200'000 | 197'857 | 197'708 | 118'487 CHF | 120'389 CHF | 98.94% | 98.94% |
14.05.2024 | 2.07% | 0.53 CHF | 0.54 CHF | 200'000 | 200'000 | 192'267 | 192'267 | 98'257 CHF | 100'244 CHF | 99.99% | 99.99% |
13.05.2024 | 1.67% | 0.62 CHF | 0.63 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 119'050 CHF | 121'050 CHF | 100.00% | 100.00% |
10.05.2024 | 1.71% | 0.56 CHF | 0.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 115'993 CHF | 117'993 CHF | 100.00% | 100.00% |
08.05.2024 | 2.03% | 0.49 CHF | 0.50 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 97'350 CHF | 99'350 CHF | 100.00% | 100.00% |
07.05.2024 | 2.22% | 0.48 CHF | 0.49 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 89'063 CHF | 91'063 CHF | 97.60% | 97.60% |
06.05.2024 | 2.46% | 0.42 CHF | 0.43 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 80'337 CHF | 82'337 CHF | 100.00% | 100.00% |
03.05.2024 | 2.95% | 0.37 CHF | 0.38 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 67'291 CHF | 69'291 CHF | 98.71% | 98.71% |
02.05.2024 | 2.48% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 80'583 CHF | 82'583 CHF | 96.19% | 96.19% |