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 | 1.03% | 1.92 CHF | 1.94 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 386'517 CHF | 390'517 CHF | 98.59% | 98.59% |
15.05.2024 | 1.16% | 1.83 CHF | 1.85 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 343'507 CHF | 347'507 CHF | 92.60% | 92.60% |
14.05.2024 | 1.29% | 1.62 CHF | 1.64 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 309'297 CHF | 313'297 CHF | 98.98% | 98.98% |
13.05.2024 | 1.28% | 1.55 CHF | 1.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 309'802 CHF | 313'802 CHF | 95.49% | 95.49% |
10.05.2024 | 1.35% | 1.51 CHF | 1.53 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 293'874 CHF | 297'874 CHF | 97.11% | 97.11% |
08.05.2024 | 1.67% | 1.21 CHF | 1.23 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 237'819 CHF | 241'819 CHF | 99.32% | 99.32% |
07.05.2024 | 1.00% | 1.10 CHF | 1.12 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 200'795 CHF | 202'817 CHF | 84.49% | 84.49% |
06.05.2024 | 1.24% | 0.78 CHF | 0.79 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 160'882 CHF | 162'882 CHF | 92.67% | 92.67% |
03.05.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 138'089 CHF | 140'089 CHF | 92.89% | 92.89% |
02.05.2024 | 1.47% | 0.61 CHF | 0.62 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 135'447 CHF | 137'447 CHF | 92.82% | 92.82% |