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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 202'557 CHF | 204'557 CHF | 100.00% | 100.00% |
16.05.2024 | 1.18% | 0.98 CHF | 0.99 CHF | 200'000 | 200'000 | 179'397 | 179'397 | 176'710 CHF | 178'681 CHF | 98.54% | 98.54% |
15.05.2024 | 1.31% | 0.79 CHF | 0.80 CHF | 200'000 | 200'000 | 197'719 | 197'719 | 151'010 CHF | 152'990 CHF | 98.93% | 98.93% |
14.05.2024 | 1.55% | 0.70 CHF | 0.71 CHF | 200'000 | 200'000 | 192'267 | 192'267 | 129'943 CHF | 131'923 CHF | 100.00% | 100.00% |
13.05.2024 | 1.31% | 0.79 CHF | 0.80 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 151'990 CHF | 153'990 CHF | 100.00% | 100.00% |
10.05.2024 | 1.33% | 0.73 CHF | 0.74 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 148'928 CHF | 150'928 CHF | 100.00% | 100.00% |
08.05.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 129'938 CHF | 131'938 CHF | 100.00% | 100.00% |
07.05.2024 | 1.62% | 0.64 CHF | 0.65 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 122'157 CHF | 124'157 CHF | 98.92% | 98.92% |
06.05.2024 | 1.75% | 0.58 CHF | 0.59 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 113'326 CHF | 115'326 CHF | 100.00% | 100.00% |
03.05.2024 | 1.98% | 0.54 CHF | 0.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 100'179 CHF | 102'179 CHF | 98.69% | 98.69% |