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 | 1.54% | 0.64 CHF | 0.65 CHF | 200'000 | 200'000 | 199'803 | 199'803 | 128'840 CHF | 130'840 CHF | 100.00% | 100.00% |
15.05.2024 | 1.45% | 0.65 CHF | 0.66 CHF | 200'000 | 200'000 | 199'614 | 199'614 | 137'438 CHF | 139'438 CHF | 100.00% | 100.00% |
14.05.2024 | 1.32% | 0.72 CHF | 0.73 CHF | 200'000 | 200'000 | 199'988 | 199'988 | 150'329 CHF | 152'329 CHF | 100.00% | 100.00% |
13.05.2024 | 1.30% | 0.75 CHF | 0.76 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 152'509 CHF | 154'509 CHF | 100.00% | 100.00% |
10.05.2024 | 1.28% | 0.80 CHF | 0.81 CHF | 200'000 | 200'000 | 199'917 | 199'992 | 155'629 CHF | 157'686 CHF | 100.00% | 100.00% |
08.05.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 200'000 | 200'000 | 199'958 | 199'958 | 164'572 CHF | 166'572 CHF | 99.63% | 99.63% |
07.05.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 200'000 | 200'000 | 199'954 | 199'954 | 153'174 CHF | 155'174 CHF | 99.69% | 99.69% |
06.05.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 146'988 CHF | 148'988 CHF | 100.00% | 100.00% |
03.05.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 150'936 CHF | 152'936 CHF | 100.00% | 100.00% |
02.05.2024 | 1.23% | 0.83 CHF | 0.84 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 161'304 CHF | 163'304 CHF | 99.99% | 99.99% |