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 | 1.80% | 0.65 CHF | 0.66 CHF | 200'000 | 200'000 | 179'397 | 179'397 | 117'891 CHF | 119'883 CHF | 98.54% | 98.54% |
15.05.2024 | 2.30% | 0.46 CHF | 0.47 CHF | 200'000 | 200'000 | 198'376 | 197'707 | 86'042 CHF | 87'744 CHF | 98.94% | 98.94% |
14.05.2024 | 3.04% | 0.37 CHF | 0.38 CHF | 200'000 | 200'000 | 192'266 | 192'266 | 66'596 CHF | 68'581 CHF | 99.98% | 99.98% |
13.05.2024 | 2.29% | 0.46 CHF | 0.47 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 86'460 CHF | 88'460 CHF | 100.00% | 100.00% |
10.05.2024 | 2.38% | 0.40 CHF | 0.41 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 82'968 CHF | 84'968 CHF | 100.00% | 100.00% |
08.05.2024 | 3.06% | 0.32 CHF | 0.33 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 64'359 CHF | 66'359 CHF | 100.00% | 100.00% |
07.05.2024 | 3.51% | 0.31 CHF | 0.32 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 56'198 CHF | 58'198 CHF | 98.92% | 98.92% |
06.05.2024 | 4.15% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 213'706 | 200'000 | 50'392 CHF | 49'339 CHF | 100.00% | 100.00% |
03.05.2024 | 5.86% | 0.21 CHF | 0.22 CHF | 240'000 | 200'000 | 306'244 | 200'000 | 50'709 CHF | 36'232 CHF | 98.70% | 98.70% |
02.05.2024 | 4.25% | 0.13 CHF | 0.14 CHF | 390'000 | 200'000 | 227'821 | 200'000 | 52'738 CHF | 49'983 CHF | 96.19% | 96.19% |