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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 124'250 CHF | 126'250 CHF | 99.53% | 99.53% |
23.05.2024 | 1.64% | 0.61 CHF | 0.62 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 120'703 CHF | 122'703 CHF | 99.56% | 99.56% |
22.05.2024 | 1.61% | 0.60 CHF | 0.61 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 123'219 CHF | 125'219 CHF | 98.35% | 98.35% |
21.05.2024 | 1.67% | 0.60 CHF | 0.61 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 118'810 CHF | 120'810 CHF | 99.56% | 99.56% |
17.05.2024 | 1.77% | 0.56 CHF | 0.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 112'262 CHF | 114'262 CHF | 99.50% | 99.50% |
16.05.2024 | 1.82% | 0.55 CHF | 0.56 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 108'914 CHF | 110'914 CHF | 99.54% | 99.54% |
15.05.2024 | 1.88% | 0.53 CHF | 0.54 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 105'578 CHF | 107'578 CHF | 99.50% | 99.50% |
14.05.2024 | 1.90% | 0.53 CHF | 0.54 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 104'364 CHF | 106'364 CHF | 99.55% | 99.55% |
13.05.2024 | 1.83% | 0.53 CHF | 0.54 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 108'047 CHF | 110'047 CHF | 99.51% | 99.51% |
10.05.2024 | 1.84% | 0.56 CHF | 0.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 107'761 CHF | 109'761 CHF | 97.87% | 97.87% |