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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 2.16% | 0.41 CHF | 0.42 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 91'603 CHF | 93'603 CHF | 100.00% | 100.00% |
14.05.2024 | 2.00% | 0.49 CHF | 0.50 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 99'204 CHF | 101'204 CHF | 99.76% | 99.76% |
13.05.2024 | 2.10% | 0.48 CHF | 0.49 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 94'441 CHF | 96'441 CHF | 100.00% | 100.00% |
10.05.2024 | 2.04% | 0.49 CHF | 0.50 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 96'900 CHF | 98'900 CHF | 100.00% | 100.00% |
08.05.2024 | 1.59% | 0.61 CHF | 0.62 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 125'032 CHF | 127'032 CHF | 100.00% | 100.00% |
07.05.2024 | 1.61% | 0.60 CHF | 0.61 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 123'510 CHF | 125'510 CHF | 100.00% | 100.00% |
06.05.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 128'717 CHF | 130'717 CHF | 100.00% | 100.00% |
03.05.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 139'308 CHF | 141'308 CHF | 96.95% | 96.95% |
02.05.2024 | 1.22% | 0.80 CHF | 0.81 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 162'531 CHF | 164'531 CHF | 100.00% | 100.00% |
30.04.2024 | 1.32% | 0.81 CHF | 0.82 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 150'487 CHF | 152'487 CHF | 100.00% | 100.00% |