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 | 1.51% | 0.64 CHF | 0.65 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 131'532 CHF | 133'532 CHF | 100.00% | 100.00% |
14.05.2024 | 1.44% | 0.68 CHF | 0.69 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 137'896 CHF | 139'896 CHF | 99.76% | 99.76% |
13.05.2024 | 1.39% | 0.69 CHF | 0.70 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 143'256 CHF | 145'256 CHF | 100.00% | 100.00% |
10.05.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 146'269 CHF | 148'269 CHF | 100.00% | 100.00% |
08.05.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 150'540 CHF | 152'540 CHF | 96.88% | 96.88% |
07.05.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 143'901 CHF | 145'901 CHF | 99.83% | 99.83% |
06.05.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 143'595 CHF | 145'595 CHF | 99.77% | 99.77% |
03.05.2024 | 1.37% | 0.76 CHF | 0.77 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 145'162 CHF | 147'162 CHF | 99.99% | 99.99% |
02.05.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 140'028 CHF | 142'028 CHF | 100.00% | 100.00% |
30.04.2024 | 1.48% | 0.63 CHF | 0.64 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 134'469 CHF | 136'469 CHF | 100.00% | 100.00% |