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 | 1.44% | 0.67 CHF | 0.68 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 138'018 CHF | 140'018 CHF | 100.00% | 100.00% |
14.05.2024 | 1.38% | 0.71 CHF | 0.72 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 144'360 CHF | 146'360 CHF | 99.76% | 99.76% |
13.05.2024 | 1.33% | 0.73 CHF | 0.74 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 149'588 CHF | 151'588 CHF | 100.00% | 100.00% |
10.05.2024 | 1.30% | 0.78 CHF | 0.79 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 152'735 CHF | 154'735 CHF | 100.00% | 100.00% |
08.05.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 156'832 CHF | 158'832 CHF | 96.88% | 96.88% |
07.05.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 150'267 CHF | 152'267 CHF | 99.83% | 99.83% |
06.05.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 150'004 CHF | 152'004 CHF | 99.77% | 99.77% |
03.05.2024 | 1.31% | 0.79 CHF | 0.80 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 151'583 CHF | 153'583 CHF | 99.99% | 99.99% |
02.05.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 146'387 CHF | 148'387 CHF | 100.00% | 100.00% |
30.04.2024 | 1.41% | 0.67 CHF | 0.68 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 140'894 CHF | 142'894 CHF | 100.00% | 100.00% |