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 | 1.71% | 0.61 CHF | 0.62 CHF | 200'000 | 200'000 | 197'856 | 197'707 | 116'043 CHF | 117'944 CHF | 98.94% | 98.94% |
14.05.2024 | 2.13% | 0.52 CHF | 0.53 CHF | 200'000 | 200'000 | 192'267 | 192'267 | 95'883 CHF | 97'874 CHF | 99.99% | 99.99% |
13.05.2024 | 1.70% | 0.61 CHF | 0.62 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 117'021 CHF | 119'021 CHF | 100.00% | 100.00% |
10.05.2024 | 1.75% | 0.55 CHF | 0.56 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 113'476 CHF | 115'476 CHF | 100.00% | 100.00% |
08.05.2024 | 2.09% | 0.47 CHF | 0.48 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 94'825 CHF | 96'825 CHF | 100.00% | 100.00% |
07.05.2024 | 2.29% | 0.46 CHF | 0.47 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 86'599 CHF | 88'599 CHF | 98.92% | 98.92% |
06.05.2024 | 2.54% | 0.40 CHF | 0.41 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 77'839 CHF | 79'839 CHF | 100.00% | 100.00% |
03.05.2024 | 3.07% | 0.36 CHF | 0.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 64'789 CHF | 66'789 CHF | 98.47% | 98.47% |
02.05.2024 | 2.55% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 78'474 CHF | 80'474 CHF | 96.19% | 96.19% |
30.04.2024 | 2.30% | 0.44 CHF | 0.45 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 85'871 CHF | 87'871 CHF | 100.00% | 100.00% |