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 | 2.23% | 0.44 CHF | 0.45 CHF | 200'000 | 200'000 | 199'801 | 199'801 | 88'697 CHF | 90'697 CHF | 100.00% | 100.00% |
15.05.2024 | 2.05% | 0.45 CHF | 0.46 CHF | 200'000 | 200'000 | 199'617 | 199'617 | 96'734 CHF | 98'734 CHF | 100.00% | 100.00% |
14.05.2024 | 1.82% | 0.52 CHF | 0.53 CHF | 200'000 | 200'000 | 199'988 | 199'988 | 109'097 CHF | 111'097 CHF | 99.99% | 99.99% |
13.05.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 111'351 CHF | 113'351 CHF | 100.00% | 100.00% |
10.05.2024 | 1.73% | 0.59 CHF | 0.60 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 114'605 CHF | 116'605 CHF | 100.00% | 100.00% |
08.05.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 200'000 | 200'000 | 199'958 | 199'958 | 123'158 CHF | 125'158 CHF | 99.63% | 99.63% |
07.05.2024 | 1.77% | 0.55 CHF | 0.56 CHF | 200'000 | 200'000 | 199'916 | 199'916 | 111'935 CHF | 113'935 CHF | 99.90% | 99.90% |
06.05.2024 | 1.87% | 0.54 CHF | 0.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 105'726 CHF | 107'726 CHF | 100.00% | 100.00% |
03.05.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 109'488 CHF | 111'488 CHF | 99.97% | 99.97% |
02.05.2024 | 1.66% | 0.62 CHF | 0.63 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 119'798 CHF | 121'798 CHF | 100.00% | 100.00% |