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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 1.74% | 0.50 CHF | 0.51 CHF | 200'000 | 200'000 | 198'379 | 198'016 | 96'736 CHF | 98'239 CHF | 97.42% | 97.42% |
14.05.2024 | 2.06% | 0.46 CHF | 0.47 CHF | 200'000 | 200'000 | 191'950 | 191'950 | 86'801 CHF | 88'538 CHF | 86.05% | 86.05% |
13.05.2024 | 1.68% | 0.50 CHF | 0.51 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 98'039 CHF | 99'705 CHF | 85.01% | 85.01% |
10.05.2024 | 1.72% | 0.48 CHF | 0.49 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 96'424 CHF | 98'095 CHF | 93.10% | 93.10% |
08.05.2024 | 1.80% | 0.45 CHF | 0.46 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 90'208 CHF | 91'848 CHF | 100.00% | 100.00% |
07.05.2024 | 1.84% | 0.45 CHF | 0.46 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 88'382 CHF | 90'021 CHF | 98.92% | 98.92% |
06.05.2024 | 1.88% | 0.43 CHF | 0.44 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 86'359 CHF | 87'999 CHF | 100.00% | 100.00% |
03.05.2024 | 1.93% | 0.42 CHF | 0.43 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 82'053 CHF | 83'653 CHF | 96.51% | 96.51% |
02.05.2024 | 1.91% | 0.39 CHF | 0.40 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 84'996 CHF | 86'632 CHF | 92.16% | 92.16% |
30.04.2024 | 1.85% | 0.44 CHF | 0.45 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 87'432 CHF | 89'066 CHF | 99.86% | 99.86% |