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 | 1.39% | 0.69 CHF | 0.70 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 143'066 CHF | 145'066 CHF | 90.59% | 90.59% |
21.05.2024 | 1.85% | 0.79 CHF | 0.80 CHF | 200'000 | 200'000 | 148'974 | 148'974 | 119'149 CHF | 121'139 CHF | 100.00% | 100.00% |
17.05.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 164'486 CHF | 166'486 CHF | 100.00% | 100.00% |
16.05.2024 | 1.49% | 0.79 CHF | 0.80 CHF | 200'000 | 200'000 | 179'396 | 179'396 | 142'549 CHF | 144'538 CHF | 98.53% | 98.53% |
15.05.2024 | 1.75% | 0.59 CHF | 0.60 CHF | 200'000 | 200'000 | 197'894 | 197'708 | 113'074 CHF | 114'953 CHF | 98.94% | 98.94% |
14.05.2024 | 2.20% | 0.51 CHF | 0.52 CHF | 200'000 | 200'000 | 192'264 | 192'264 | 92'998 CHF | 94'992 CHF | 99.95% | 99.95% |
13.05.2024 | 1.75% | 0.60 CHF | 0.61 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 113'475 CHF | 115'475 CHF | 100.00% | 100.00% |
10.05.2024 | 1.79% | 0.54 CHF | 0.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 110'530 CHF | 112'530 CHF | 100.00% | 100.00% |
08.05.2024 | 2.17% | 0.46 CHF | 0.47 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 91'382 CHF | 93'382 CHF | 100.00% | 100.00% |
07.05.2024 | 2.37% | 0.45 CHF | 0.46 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 83'582 CHF | 85'582 CHF | 98.92% | 98.92% |