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 | 0.53% | 1.87 CHF | 1.88 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 376'499 CHF | 378'499 CHF | 99.26% | 99.26% |
15.05.2024 | 0.60% | 1.78 CHF | 1.79 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 332'111 CHF | 334'111 CHF | 98.86% | 98.86% |
14.05.2024 | 0.67% | 1.56 CHF | 1.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 296'053 CHF | 298'053 CHF | 99.40% | 99.40% |
13.05.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 296'461 CHF | 298'461 CHF | 98.92% | 98.92% |
10.05.2024 | 0.71% | 1.43 CHF | 1.44 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 279'018 CHF | 281'018 CHF | 100.00% | 100.00% |
08.05.2024 | 0.91% | 1.12 CHF | 1.13 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 218'923 CHF | 220'923 CHF | 99.67% | 99.67% |
07.05.2024 | 1.14% | 1.00 CHF | 1.01 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 175'641 CHF | 177'641 CHF | 96.81% | 96.81% |
06.05.2024 | 1.57% | 0.61 CHF | 0.62 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 126'844 CHF | 128'844 CHF | 99.85% | 99.85% |
03.05.2024 | 2.14% | 0.48 CHF | 0.49 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 93'290 CHF | 95'290 CHF | 96.21% | 96.21% |
02.05.2024 | 2.34% | 0.34 CHF | 0.35 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 85'973 CHF | 87'973 CHF | 99.28% | 99.28% |