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 | 1.98% | 0.48 CHF | 0.49 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 100'036 CHF | 102'036 CHF | 100.00% | 100.00% |
14.05.2024 | 1.86% | 0.52 CHF | 0.53 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 106'373 CHF | 108'373 CHF | 99.76% | 99.76% |
13.05.2024 | 1.78% | 0.54 CHF | 0.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 111'598 CHF | 113'598 CHF | 100.00% | 100.00% |
10.05.2024 | 1.73% | 0.59 CHF | 0.60 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 114'750 CHF | 116'750 CHF | 100.00% | 100.00% |
08.05.2024 | 1.67% | 0.59 CHF | 0.60 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 118'837 CHF | 120'837 CHF | 96.88% | 96.88% |
07.05.2024 | 1.77% | 0.56 CHF | 0.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 112'272 CHF | 114'272 CHF | 99.83% | 99.83% |
06.05.2024 | 1.77% | 0.56 CHF | 0.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 112'012 CHF | 114'012 CHF | 99.77% | 99.77% |
03.05.2024 | 1.75% | 0.60 CHF | 0.61 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 113'407 CHF | 115'407 CHF | 99.99% | 99.99% |
02.05.2024 | 1.83% | 0.55 CHF | 0.56 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 108'225 CHF | 110'225 CHF | 100.00% | 100.00% |
30.04.2024 | 1.93% | 0.47 CHF | 0.48 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 102'729 CHF | 104'729 CHF | 100.00% | 100.00% |