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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 1.48% | 0.96 CHF | 0.98 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 180'525 CHF | 183'225 CHF | 95.42% | 95.42% |
23.05.2024 | 1.90% | 1.00 CHF | 1.02 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 209'081 CHF | 213'081 CHF | 98.15% | 98.15% |
22.05.2024 | 1.93% | 0.99 CHF | 1.01 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 201'139 CHF | 205'062 CHF | 96.83% | 96.83% |
21.05.2024 | 1.81% | 1.08 CHF | 1.10 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 218'782 CHF | 222'782 CHF | 96.22% | 96.22% |
17.05.2024 | 1.78% | 1.14 CHF | 1.16 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 222'224 CHF | 226'224 CHF | 88.01% | 88.01% |
16.05.2024 | 1.70% | 0.97 CHF | 0.98 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 196'616 CHF | 200'012 CHF | 98.28% | 98.28% |
15.05.2024 | 1.25% | 0.90 CHF | 0.91 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 159'791 CHF | 161'791 CHF | 94.34% | 94.34% |
14.05.2024 | 1.50% | 0.72 CHF | 0.73 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 132'388 CHF | 134'388 CHF | 98.98% | 98.98% |
13.05.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 132'883 CHF | 134'883 CHF | 95.21% | 95.21% |
10.05.2024 | 1.66% | 0.63 CHF | 0.64 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 120'059 CHF | 122'059 CHF | 97.11% | 97.11% |