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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 1.92% | 0.46 CHF | 0.47 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 90'795 CHF | 92'558 CHF | 100.00% | 100.00% |
16.05.2024 | 2.42% | 0.44 CHF | 0.45 CHF | 200'000 | 200'000 | 177'680 | 177'680 | 78'233 CHF | 79'981 CHF | 90.96% | 90.96% |
15.05.2024 | 2.68% | 0.33 CHF | 0.34 CHF | 200'000 | 200'000 | 199'460 | 198'016 | 62'801 CHF | 64'038 CHF | 97.42% | 97.42% |
14.05.2024 | 3.38% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 191'950 | 191'950 | 52'818 CHF | 54'558 CHF | 86.05% | 86.05% |
13.05.2024 | 2.64% | 0.33 CHF | 0.34 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 63'230 CHF | 64'918 CHF | 85.01% | 85.01% |
10.05.2024 | 2.68% | 0.31 CHF | 0.32 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 61'757 CHF | 63'433 CHF | 93.10% | 93.10% |
08.05.2024 | 3.02% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 53'527 CHF | 55'167 CHF | 100.00% | 100.00% |
07.05.2024 | 3.19% | 0.27 CHF | 0.27 CHF | 200'000 | 200'000 | 203'557 | 200'000 | 51'315 CHF | 52'095 CHF | 98.92% | 98.92% |
06.05.2024 | 3.38% | 0.24 CHF | 0.25 CHF | 210'000 | 200'000 | 214'589 | 200'000 | 51'189 CHF | 49'375 CHF | 100.00% | 100.00% |
03.05.2024 | 3.65% | 0.23 CHF | 0.24 CHF | 230'000 | 200'000 | 237'293 | 200'000 | 51'034 CHF | 44'719 CHF | 96.50% | 96.50% |