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 | 1.61% | 0.71 CHF | 0.72 CHF | 200'000 | 200'000 | 179'396 | 179'396 | 128'742 CHF | 130'705 CHF | 98.53% | 98.53% |
15.05.2024 | 2.02% | 0.52 CHF | 0.53 CHF | 200'000 | 200'000 | 198'160 | 197'708 | 98'111 CHF | 99'876 CHF | 98.94% | 98.94% |
14.05.2024 | 2.59% | 0.43 CHF | 0.44 CHF | 200'000 | 200'000 | 192'265 | 192'265 | 78'505 CHF | 80'495 CHF | 99.98% | 99.98% |
13.05.2024 | 2.01% | 0.52 CHF | 0.53 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 98'460 CHF | 100'460 CHF | 100.00% | 100.00% |
10.05.2024 | 2.07% | 0.46 CHF | 0.47 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 95'451 CHF | 97'451 CHF | 100.00% | 100.00% |
08.05.2024 | 2.59% | 0.38 CHF | 0.39 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 76'359 CHF | 78'359 CHF | 100.00% | 100.00% |
07.05.2024 | 2.90% | 0.37 CHF | 0.38 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 68'198 CHF | 70'198 CHF | 98.92% | 98.92% |
06.05.2024 | 3.32% | 0.31 CHF | 0.32 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 59'339 CHF | 61'339 CHF | 100.00% | 100.00% |
03.05.2024 | 4.31% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 225'478 | 200'000 | 51'332 CHF | 48'232 CHF | 98.70% | 98.70% |
02.05.2024 | 3.36% | 0.19 CHF | 0.20 CHF | 270'000 | 200'000 | 205'238 | 200'000 | 61'076 CHF | 61'983 CHF | 96.19% | 96.19% |