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 | 2.29% | 0.41 CHF | 0.42 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 86'491 CHF | 88'491 CHF | 99.56% | 99.56% |
15.05.2024 | 2.22% | 0.46 CHF | 0.47 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 89'091 CHF | 91'091 CHF | 95.74% | 95.74% |
14.05.2024 | 2.05% | 0.45 CHF | 0.46 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 96'849 CHF | 98'849 CHF | 99.27% | 99.27% |
13.05.2024 | 2.15% | 0.47 CHF | 0.48 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 92'096 CHF | 94'096 CHF | 99.55% | 99.55% |
10.05.2024 | 2.22% | 0.44 CHF | 0.45 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 89'075 CHF | 91'075 CHF | 96.49% | 96.49% |
08.05.2024 | 2.42% | 0.41 CHF | 0.42 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 81'651 CHF | 83'651 CHF | 99.52% | 99.52% |
07.05.2024 | 2.47% | 0.42 CHF | 0.43 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 79'969 CHF | 81'969 CHF | 99.50% | 99.50% |
06.05.2024 | 2.52% | 0.38 CHF | 0.39 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 78'332 CHF | 80'332 CHF | 99.56% | 99.56% |
03.05.2024 | 2.56% | 0.39 CHF | 0.40 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 77'281 CHF | 79'281 CHF | 98.90% | 98.90% |
02.05.2024 | 2.41% | 0.39 CHF | 0.40 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 82'049 CHF | 84'049 CHF | 99.52% | 99.52% |