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 | 0.63% | 1.60 CHF | 1.61 CHF | 200'000 | 200'000 | 82'654 | 82'654 | 130'517 CHF | 131'344 CHF | 99.48% | 99.48% |
15.05.2024 | 0.81% | 1.51 CHF | 1.34 CHF | 200'000 | 50'000 | 50'000 | 50'000 | 61'647 CHF | 62'147 CHF | 70.51% | 99.15% |
14.05.2024 | 0.87% | 1.18 CHF | 1.15 CHF | 200'000 | 50'000 | 50'000 | 50'000 | 57'440 CHF | 57'940 CHF | 11.93% | 99.53% |
13.05.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 200'000 | 200'000 | 76'582 | 76'582 | 86'778 CHF | 87'544 CHF | 94.07% | 98.99% |
10.05.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 200'000 | 200'000 | 81'980 | 81'980 | 92'295 CHF | 93'115 CHF | 98.45% | 98.45% |
08.05.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 200'000 | 200'000 | 82'560 | 82'560 | 96'099 CHF | 96'925 CHF | 99.45% | 99.45% |
07.05.2024 | 0.82% | 1.17 CHF | 1.18 CHF | 200'000 | 200'000 | 83'071 | 83'071 | 98'554 CHF | 99'385 CHF | 98.25% | 98.25% |
06.05.2024 | 0.91% | 1.26 CHF | 1.27 CHF | 200'000 | 200'000 | 82'911 | 82'911 | 95'220 CHF | 96'049 CHF | 98.22% | 98.22% |
03.05.2024 | 1.18% | 0.92 CHF | 0.93 CHF | 200'000 | 200'000 | 96'846 | 82'403 | 84'802 CHF | 73'948 CHF | 99.07% | 99.07% |
02.05.2024 | 1.54% | 0.70 CHF | 0.71 CHF | 200'000 | 200'000 | 106'634 | 82'950 | 68'887 CHF | 54'366 CHF | 98.03% | 98.03% |