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 | 0.63% | 1.57 CHF | 1.58 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 315'943 CHF | 317'943 CHF | 98.13% | 98.13% |
15.05.2024 | 0.70% | 1.50 CHF | 1.51 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 286'290 CHF | 288'290 CHF | 94.34% | 94.34% |
14.05.2024 | 0.76% | 1.36 CHF | 1.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 263'917 CHF | 265'917 CHF | 98.98% | 98.98% |
13.05.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 263'039 CHF | 265'039 CHF | 95.49% | 95.49% |
10.05.2024 | 0.80% | 1.28 CHF | 1.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 249'267 CHF | 251'267 CHF | 97.11% | 97.11% |
08.05.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 210'202 CHF | 212'202 CHF | 99.32% | 99.32% |
07.05.2024 | 1.08% | 0.99 CHF | 1.00 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 185'094 CHF | 187'094 CHF | 84.48% | 84.48% |
06.05.2024 | 1.24% | 0.78 CHF | 0.79 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 160'335 CHF | 162'335 CHF | 92.67% | 92.67% |
03.05.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 147'094 CHF | 149'094 CHF | 93.26% | 93.26% |
02.05.2024 | 1.36% | 0.69 CHF | 0.70 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 146'069 CHF | 148'069 CHF | 93.02% | 93.02% |