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 | 1.73% | 0.57 CHF | 0.58 CHF | 200'000 | 200'000 | 199'800 | 199'800 | 115'011 CHF | 117'011 CHF | 100.00% | 100.00% |
15.05.2024 | 1.61% | 0.58 CHF | 0.59 CHF | 200'000 | 200'000 | 199'610 | 199'610 | 123'671 CHF | 125'671 CHF | 100.00% | 100.00% |
14.05.2024 | 1.46% | 0.65 CHF | 0.66 CHF | 200'000 | 200'000 | 199'986 | 199'986 | 136'537 CHF | 138'537 CHF | 99.99% | 99.99% |
13.05.2024 | 1.43% | 0.68 CHF | 0.69 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 138'732 CHF | 140'732 CHF | 100.00% | 100.00% |
10.05.2024 | 1.40% | 0.73 CHF | 0.74 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 141'986 CHF | 143'986 CHF | 100.00% | 100.00% |
08.05.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 200'000 | 200'000 | 199'960 | 199'960 | 150'578 CHF | 152'578 CHF | 99.63% | 99.63% |
07.05.2024 | 1.43% | 0.69 CHF | 0.70 CHF | 200'000 | 200'000 | 199'902 | 199'902 | 139'167 CHF | 141'167 CHF | 99.94% | 99.94% |
06.05.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 133'233 CHF | 135'233 CHF | 100.00% | 100.00% |
03.05.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 137'104 CHF | 139'104 CHF | 99.99% | 99.99% |
02.05.2024 | 1.35% | 0.76 CHF | 0.77 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 147'434 CHF | 149'434 CHF | 100.00% | 100.00% |