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 | 1.14% | 1.03 CHF | 1.04 CHF | 200'000 | 200'000 | 179'397 | 179'397 | 185'605 CHF | 187'594 CHF | 98.54% | 98.54% |
15.05.2024 | 1.24% | 0.83 CHF | 0.84 CHF | 200'000 | 200'000 | 197'707 | 197'707 | 160'420 CHF | 162'403 CHF | 98.94% | 98.94% |
14.05.2024 | 1.47% | 0.75 CHF | 0.76 CHF | 200'000 | 200'000 | 192'264 | 192'264 | 139'142 CHF | 141'135 CHF | 99.95% | 99.95% |
13.05.2024 | 1.23% | 0.84 CHF | 0.85 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 161'475 CHF | 163'475 CHF | 100.00% | 100.00% |
10.05.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 158'530 CHF | 160'530 CHF | 100.00% | 100.00% |
08.05.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 139'925 CHF | 141'925 CHF | 100.00% | 100.00% |
07.05.2024 | 1.51% | 0.69 CHF | 0.70 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 131'582 CHF | 133'582 CHF | 98.92% | 98.92% |
06.05.2024 | 1.62% | 0.63 CHF | 0.64 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 122'849 CHF | 124'849 CHF | 100.00% | 100.00% |
03.05.2024 | 1.81% | 0.58 CHF | 0.59 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 109'726 CHF | 111'726 CHF | 98.70% | 98.70% |
02.05.2024 | 1.62% | 0.51 CHF | 0.52 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 123'131 CHF | 125'131 CHF | 96.19% | 96.19% |