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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 3.05% | 0.33 CHF | 0.34 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 64'520 CHF | 66'520 CHF | 99.54% | 99.54% |
15.05.2024 | 3.21% | 0.31 CHF | 0.32 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 61'381 CHF | 63'381 CHF | 99.50% | 99.50% |
14.05.2024 | 3.27% | 0.30 CHF | 0.31 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 60'078 CHF | 62'078 CHF | 99.55% | 99.55% |
13.05.2024 | 3.09% | 0.31 CHF | 0.32 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 63'738 CHF | 65'738 CHF | 99.51% | 99.51% |
10.05.2024 | 3.09% | 0.34 CHF | 0.35 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 63'667 CHF | 65'667 CHF | 97.47% | 97.47% |
08.05.2024 | 3.23% | 0.30 CHF | 0.31 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 60'935 CHF | 62'935 CHF | 99.55% | 99.55% |
07.05.2024 | 2.93% | 0.37 CHF | 0.38 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 67'552 CHF | 69'552 CHF | 99.56% | 99.56% |
06.05.2024 | 2.84% | 0.35 CHF | 0.36 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 69'525 CHF | 71'525 CHF | 99.55% | 99.55% |
03.05.2024 | 2.82% | 0.36 CHF | 0.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 69'851 CHF | 71'851 CHF | 92.63% | 92.63% |
02.05.2024 | 2.75% | 0.36 CHF | 0.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 71'846 CHF | 73'846 CHF | 99.53% | 99.53% |