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 | 1.27% | 0.78 CHF | 0.79 CHF | 200'000 | 200'000 | 199'803 | 199'803 | 156'807 CHF | 158'807 CHF | 100.00% | 100.00% |
15.05.2024 | 1.20% | 0.79 CHF | 0.80 CHF | 200'000 | 200'000 | 199'614 | 199'614 | 165'440 CHF | 167'440 CHF | 100.00% | 100.00% |
14.05.2024 | 1.11% | 0.86 CHF | 0.87 CHF | 200'000 | 200'000 | 199'991 | 199'991 | 178'473 CHF | 180'473 CHF | 100.00% | 100.00% |
13.05.2024 | 1.10% | 0.89 CHF | 0.90 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 180'580 CHF | 182'580 CHF | 100.00% | 100.00% |
10.05.2024 | 1.08% | 0.94 CHF | 0.95 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 183'842 CHF | 185'842 CHF | 100.00% | 100.00% |
08.05.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 200'000 | 200'000 | 199'958 | 199'958 | 192'723 CHF | 194'723 CHF | 99.63% | 99.63% |
07.05.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 200'000 | 200'000 | 199'887 | 199'887 | 181'248 CHF | 183'248 CHF | 99.94% | 99.94% |
06.05.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 175'042 CHF | 177'042 CHF | 100.00% | 100.00% |
03.05.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 179'028 CHF | 181'028 CHF | 99.98% | 99.98% |
02.05.2024 | 1.05% | 0.97 CHF | 0.98 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 189'608 CHF | 191'608 CHF | 100.00% | 100.00% |