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 | 1.06% | 0.93 CHF | 0.94 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 187'780 CHF | 189'780 CHF | 98.59% | 98.59% |
15.05.2024 | 1.21% | 0.87 CHF | 0.88 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 163'868 CHF | 165'868 CHF | 94.03% | 94.03% |
14.05.2024 | 1.35% | 0.77 CHF | 0.78 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 147'494 CHF | 149'494 CHF | 98.98% | 98.98% |
13.05.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 146'716 CHF | 148'716 CHF | 95.49% | 95.49% |
10.05.2024 | 1.46% | 0.70 CHF | 0.71 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 136'554 CHF | 138'554 CHF | 97.14% | 97.14% |
08.05.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 109'284 CHF | 111'284 CHF | 99.32% | 99.32% |
07.05.2024 | 2.13% | 0.51 CHF | 0.52 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 93'104 CHF | 95'104 CHF | 84.49% | 84.49% |
06.05.2024 | 2.50% | 0.38 CHF | 0.39 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 79'027 CHF | 81'027 CHF | 92.67% | 92.67% |
03.05.2024 | 2.73% | 0.36 CHF | 0.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 72'209 CHF | 74'209 CHF | 93.36% | 93.36% |
02.05.2024 | 2.77% | 0.33 CHF | 0.34 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 71'396 CHF | 73'396 CHF | 92.83% | 92.83% |