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 | 1.52% | 0.77 CHF | 0.78 CHF | 200'000 | 200'000 | 179'397 | 179'397 | 139'855 CHF | 141'850 CHF | 98.54% | 98.54% |
15.05.2024 | 1.80% | 0.58 CHF | 0.59 CHF | 200'000 | 200'000 | 197'955 | 197'707 | 110'161 CHF | 112'013 CHF | 98.94% | 98.94% |
14.05.2024 | 2.24% | 0.49 CHF | 0.50 CHF | 200'000 | 200'000 | 192'267 | 192'267 | 90'123 CHF | 92'106 CHF | 99.99% | 99.99% |
13.05.2024 | 1.79% | 0.58 CHF | 0.59 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 111'021 CHF | 113'021 CHF | 100.00% | 100.00% |
10.05.2024 | 1.84% | 0.52 CHF | 0.53 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 107'476 CHF | 109'476 CHF | 100.00% | 100.00% |
08.05.2024 | 2.23% | 0.44 CHF | 0.45 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 88'825 CHF | 90'825 CHF | 100.00% | 100.00% |
07.05.2024 | 2.45% | 0.43 CHF | 0.44 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 80'599 CHF | 82'599 CHF | 98.92% | 98.92% |
06.05.2024 | 2.75% | 0.37 CHF | 0.38 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 71'839 CHF | 73'839 CHF | 100.00% | 100.00% |
03.05.2024 | 3.38% | 0.33 CHF | 0.34 CHF | 200'000 | 200'000 | 200'045 | 200'000 | 58'800 CHF | 60'790 CHF | 98.47% | 98.47% |
02.05.2024 | 2.77% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 72'474 CHF | 74'474 CHF | 96.19% | 96.19% |