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 | 2.59% | 0.37 CHF | 0.38 CHF | 200'000 | 200'000 | 200'000 | 199'999 | 76'376 CHF | 78'376 CHF | 100.00% | 100.00% |
15.05.2024 | 2.16% | 0.41 CHF | 0.42 CHF | 200'000 | 200'000 | 200'000 | 199'983 | 91'643 CHF | 93'635 CHF | 100.00% | 100.00% |
14.05.2024 | 2.00% | 0.49 CHF | 0.50 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 99'246 CHF | 101'246 CHF | 99.74% | 99.74% |
13.05.2024 | 2.09% | 0.48 CHF | 0.49 CHF | 200'000 | 200'000 | 199'984 | 200'000 | 94'533 CHF | 96'540 CHF | 100.00% | 100.00% |
10.05.2024 | 2.04% | 0.49 CHF | 0.50 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 96'926 CHF | 98'926 CHF | 100.00% | 100.00% |
08.05.2024 | 1.59% | 0.61 CHF | 0.62 CHF | 200'000 | 200'000 | 200'000 | 199'992 | 125'095 CHF | 127'089 CHF | 100.00% | 100.00% |
07.05.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 123'708 CHF | 125'708 CHF | 100.00% | 100.00% |
06.05.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 128'792 CHF | 130'792 CHF | 100.00% | 100.00% |
03.05.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 139'402 CHF | 141'402 CHF | 96.95% | 96.95% |
02.05.2024 | 1.22% | 0.80 CHF | 0.81 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 162'603 CHF | 164'603 CHF | 100.00% | 100.00% |