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 | 1.58% | 0.55 CHF | 0.56 CHF | 200'000 | 200'000 | 198'199 | 198'016 | 105'319 CHF | 106'891 CHF | 97.42% | 97.42% |
14.05.2024 | 1.93% | 0.49 CHF | 0.50 CHF | 200'000 | 200'000 | 191'950 | 191'950 | 92'221 CHF | 93'946 CHF | 86.05% | 86.05% |
13.05.2024 | 1.59% | 0.55 CHF | 0.56 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 105'941 CHF | 107'634 CHF | 85.01% | 85.01% |
10.05.2024 | 1.58% | 0.51 CHF | 0.52 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 104'443 CHF | 106'107 CHF | 93.10% | 93.10% |
08.05.2024 | 1.71% | 0.47 CHF | 0.48 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 94'584 CHF | 96'214 CHF | 100.00% | 100.00% |
07.05.2024 | 1.80% | 0.47 CHF | 0.48 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 90'650 CHF | 92'296 CHF | 98.88% | 98.88% |
06.05.2024 | 1.86% | 0.44 CHF | 0.45 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 87'086 CHF | 88'723 CHF | 100.00% | 100.00% |
03.05.2024 | 1.96% | 0.42 CHF | 0.43 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 81'003 CHF | 82'603 CHF | 96.50% | 96.50% |
02.05.2024 | 1.87% | 0.39 CHF | 0.39 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 87'000 CHF | 88'642 CHF | 92.15% | 92.15% |
30.04.2024 | 1.79% | 0.46 CHF | 0.47 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 90'693 CHF | 92'334 CHF | 99.84% | 99.84% |