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 | 3.78% | 1.26 CHF | 1.31 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 259'642 CHF | 269'642 CHF | 86.97% | 86.97% |
15.05.2024 | 2.56% | 1.22 CHF | 1.25 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 232'168 CHF | 238'168 CHF | 100.00% | 100.00% |
14.05.2024 | 2.76% | 1.12 CHF | 1.15 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 214'787 CHF | 220'787 CHF | 99.99% | 99.99% |
13.05.2024 | 2.92% | 1.03 CHF | 1.06 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 202'245 CHF | 208'245 CHF | 100.00% | 100.00% |
10.05.2024 | 2.87% | 1.03 CHF | 1.06 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 205'898 CHF | 211'898 CHF | 97.83% | 97.83% |
08.05.2024 | 2.49% | 1.18 CHF | 1.21 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 238'493 CHF | 244'493 CHF | 99.99% | 99.99% |
07.05.2024 | 2.63% | 1.16 CHF | 1.19 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 225'386 CHF | 231'386 CHF | 94.43% | 94.43% |
06.05.2024 | 4.23% | 1.15 CHF | 1.20 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 231'529 CHF | 241'529 CHF | 99.99% | 99.99% |
03.05.2024 | 4.05% | 1.28 CHF | 1.33 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 242'301 CHF | 252'301 CHF | 99.94% | 99.94% |
02.05.2024 | 3.99% | 1.15 CHF | 1.20 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 245'909 CHF | 255'909 CHF | 99.85% | 99.85% |