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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 137'607 CHF | 139'607 CHF | 73.99% | 74.37% |
21.05.2024 | 1.51% | 0.67 CHF | 0.68 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 131'780 CHF | 133'780 CHF | 99.51% | 99.51% |
17.05.2024 | 1.60% | 0.65 CHF | 0.66 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 124'463 CHF | 126'463 CHF | 98.91% | 98.91% |
16.05.2024 | 1.81% | 0.58 CHF | 0.59 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 109'356 CHF | 111'356 CHF | 99.47% | 99.47% |
15.05.2024 | 3.19% | 0.54 CHF | 0.55 CHF | 200'000 | 200'000 | 161'899 | 161'899 | 84'603 CHF | 86'349 CHF | 95.28% | 95.28% |
14.05.2024 | 2.88% | 0.38 CHF | 0.39 CHF | 200'000 | 200'000 | 197'641 | 197'641 | 70'357 CHF | 72'342 CHF | 98.36% | 98.36% |
13.05.2024 | 3.06% | 0.30 CHF | 0.31 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 64'519 CHF | 66'519 CHF | 99.51% | 99.51% |
10.05.2024 | 3.25% | 0.32 CHF | 0.33 CHF | 200'000 | 200'000 | 194'527 | 194'527 | 64'595 CHF | 66'559 CHF | 98.19% | 98.19% |
08.05.2024 | 2.86% | 0.34 CHF | 0.35 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 68'894 CHF | 70'894 CHF | 99.50% | 99.50% |
07.05.2024 | 2.83% | 0.36 CHF | 0.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 69'594 CHF | 71'594 CHF | 99.57% | 99.57% |