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 | 1.29% | 0.83 CHF | 0.84 CHF | 200'000 | 200'000 | 177'680 | 177'680 | 147'765 CHF | 149'520 CHF | 90.96% | 91.08% |
15.05.2024 | 1.18% | 0.72 CHF | 0.73 CHF | 200'000 | 200'000 | 198'052 | 198'016 | 139'031 CHF | 140'647 CHF | 97.42% | 97.42% |
14.05.2024 | 1.43% | 0.66 CHF | 0.67 CHF | 200'000 | 200'000 | 191'803 | 191'803 | 125'478 CHF | 127'204 CHF | 86.19% | 86.19% |
13.05.2024 | 1.19% | 0.72 CHF | 0.73 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 140'466 CHF | 142'142 CHF | 85.01% | 85.01% |
10.05.2024 | 1.21% | 0.69 CHF | 0.70 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 138'604 CHF | 140'290 CHF | 93.10% | 93.10% |
08.05.2024 | 1.25% | 0.65 CHF | 0.66 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 129'604 CHF | 131'230 CHF | 100.00% | 100.00% |
07.05.2024 | 1.29% | 0.65 CHF | 0.66 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 126'478 CHF | 128'123 CHF | 98.90% | 98.90% |
06.05.2024 | 1.33% | 0.62 CHF | 0.63 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 123'118 CHF | 124'761 CHF | 100.00% | 100.00% |
03.05.2024 | 1.36% | 0.60 CHF | 0.61 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 117'084 CHF | 118'684 CHF | 96.49% | 96.49% |
02.05.2024 | 1.33% | 0.56 CHF | 0.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 122'089 CHF | 123'727 CHF | 92.12% | 92.12% |