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 | 1.00% | 1.13 CHF | 1.14 CHF | 200'000 | 200'000 | 179'397 | 179'397 | 204'487 CHF | 206'432 CHF | 98.54% | 98.54% |
15.05.2024 | 1.09% | 0.94 CHF | 0.95 CHF | 200'000 | 200'000 | 197'906 | 197'906 | 181'602 CHF | 183'589 CHF | 98.78% | 98.78% |
14.05.2024 | 1.28% | 0.85 CHF | 0.86 CHF | 200'000 | 200'000 | 192'247 | 192'247 | 159'653 CHF | 161'645 CHF | 99.75% | 99.75% |
13.05.2024 | 1.09% | 0.94 CHF | 0.95 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 183'021 CHF | 185'021 CHF | 100.00% | 100.00% |
10.05.2024 | 1.11% | 0.88 CHF | 0.89 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 179'476 CHF | 181'476 CHF | 100.00% | 100.00% |
08.05.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 160'825 CHF | 162'825 CHF | 100.00% | 100.00% |
07.05.2024 | 1.30% | 0.79 CHF | 0.80 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 152'599 CHF | 154'599 CHF | 98.92% | 98.92% |
06.05.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 143'839 CHF | 145'839 CHF | 100.00% | 100.00% |
03.05.2024 | 1.52% | 0.69 CHF | 0.70 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 130'744 CHF | 132'744 CHF | 98.49% | 98.49% |
02.05.2024 | 1.38% | 0.61 CHF | 0.62 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 144'128 CHF | 146'128 CHF | 96.19% | 96.19% |