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 | 1.70% | 1.15 CHF | 1.17 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 233'081 CHF | 237'081 CHF | 98.59% | 98.59% |
15.05.2024 | 1.33% | 1.07 CHF | 1.09 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 194'028 CHF | 196'654 CHF | 94.34% | 94.34% |
14.05.2024 | 1.21% | 0.88 CHF | 0.89 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 164'428 CHF | 166'428 CHF | 98.94% | 98.94% |
13.05.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 164'834 CHF | 166'834 CHF | 95.49% | 95.49% |
10.05.2024 | 1.32% | 0.79 CHF | 0.80 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 151'070 CHF | 153'070 CHF | 97.11% | 97.11% |
08.05.2024 | 1.86% | 0.55 CHF | 0.56 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 106'670 CHF | 108'670 CHF | 99.32% | 99.32% |
07.05.2024 | 2.45% | 0.47 CHF | 0.48 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 81'109 CHF | 83'109 CHF | 84.49% | 84.49% |
06.05.2024 | 3.43% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 57'672 CHF | 59'672 CHF | 92.67% | 92.67% |
03.05.2024 | 4.20% | 0.23 CHF | 0.24 CHF | 220'000 | 200'000 | 217'755 | 200'000 | 50'852 CHF | 48'825 CHF | 92.85% | 92.85% |
02.05.2024 | 4.26% | 0.20 CHF | 0.21 CHF | 250'000 | 200'000 | 219'586 | 200'000 | 50'505 CHF | 48'297 CHF | 92.88% | 92.88% |