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 | 1.39% | 0.71 CHF | 0.72 CHF | 200'000 | 200'000 | 199'799 | 199'799 | 142'733 CHF | 144'733 CHF | 100.00% | 100.00% |
15.05.2024 | 1.32% | 0.72 CHF | 0.73 CHF | 200'000 | 200'000 | 199'610 | 199'610 | 151'371 CHF | 153'371 CHF | 100.00% | 100.00% |
14.05.2024 | 1.21% | 0.79 CHF | 0.80 CHF | 200'000 | 200'000 | 199'991 | 199'991 | 164'311 CHF | 166'311 CHF | 100.00% | 100.00% |
13.05.2024 | 1.19% | 0.82 CHF | 0.83 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 166'416 CHF | 168'416 CHF | 100.00% | 100.00% |
10.05.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 169'654 CHF | 171'654 CHF | 100.00% | 100.00% |
08.05.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 200'000 | 200'000 | 199'958 | 199'958 | 178'555 CHF | 180'555 CHF | 99.63% | 99.63% |
07.05.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 200'000 | 200'000 | 199'901 | 199'901 | 167'100 CHF | 169'100 CHF | 99.94% | 99.94% |
06.05.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 160'946 CHF | 162'946 CHF | 100.00% | 100.00% |
03.05.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 164'916 CHF | 166'916 CHF | 99.98% | 99.98% |
02.05.2024 | 1.13% | 0.90 CHF | 0.91 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 175'343 CHF | 177'343 CHF | 100.00% | 100.00% |