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 | 1.62% | 0.65 CHF | 0.66 CHF | 200'000 | 200'000 | 177'680 | 177'680 | 116'572 CHF | 118'318 CHF | 90.96% | 90.96% |
15.05.2024 | 1.65% | 0.52 CHF | 0.53 CHF | 200'000 | 200'000 | 198'337 | 198'016 | 101'171 CHF | 102'675 CHF | 97.42% | 97.42% |
14.05.2024 | 2.02% | 0.47 CHF | 0.48 CHF | 200'000 | 200'000 | 191'950 | 191'950 | 88'246 CHF | 89'969 CHF | 86.05% | 86.05% |
13.05.2024 | 1.63% | 0.53 CHF | 0.54 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 101'835 CHF | 103'507 CHF | 85.01% | 85.01% |
10.05.2024 | 1.68% | 0.49 CHF | 0.50 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 100'111 CHF | 101'804 CHF | 93.10% | 93.10% |
08.05.2024 | 1.82% | 0.45 CHF | 0.46 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 89'846 CHF | 91'492 CHF | 100.00% | 100.00% |
07.05.2024 | 1.89% | 0.45 CHF | 0.45 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 85'830 CHF | 87'463 CHF | 98.88% | 98.88% |
06.05.2024 | 1.98% | 0.42 CHF | 0.42 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 81'893 CHF | 83'530 CHF | 100.00% | 100.00% |
03.05.2024 | 2.10% | 0.40 CHF | 0.40 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 75'499 CHF | 77'099 CHF | 96.48% | 96.48% |
02.05.2024 | 1.98% | 0.36 CHF | 0.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 82'387 CHF | 84'031 CHF | 92.14% | 92.14% |