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 | 7.10% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 54'615 CHF | 58'742 CHF | 99.00% | 99.00% |
15.05.2024 | 8.87% | 0.26 CHF | 0.32 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 62'638 CHF | 68'255 CHF | 98.03% | 98.03% |
14.05.2024 | 2.75% | 0.35 CHF | 0.36 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 76'564 CHF | 78'699 CHF | 97.88% | 97.88% |
13.05.2024 | 2.77% | 0.38 CHF | 0.39 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 78'852 CHF | 81'061 CHF | 99.99% | 99.99% |
10.05.2024 | 2.40% | 0.43 CHF | 0.44 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 82'212 CHF | 84'212 CHF | 96.74% | 96.74% |
08.05.2024 | 2.18% | 0.45 CHF | 0.46 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 90'666 CHF | 92'666 CHF | 99.99% | 99.99% |
07.05.2024 | 2.49% | 0.39 CHF | 0.40 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 79'395 CHF | 81'395 CHF | 99.91% | 99.91% |
06.05.2024 | 4.12% | 0.37 CHF | 0.38 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 72'934 CHF | 75'996 CHF | 100.00% | 100.00% |
03.05.2024 | 4.92% | 0.40 CHF | 0.41 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 76'651 CHF | 80'473 CHF | 96.81% | 96.81% |
02.05.2024 | 3.07% | 0.45 CHF | 0.46 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 86'796 CHF | 89'550 CHF | 99.48% | 99.48% |