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 | 1.16% | 0.85 CHF | 0.86 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 171'134 CHF | 173'134 CHF | 98.59% | 98.59% |
15.05.2024 | 1.38% | 0.79 CHF | 0.80 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 144'481 CHF | 146'481 CHF | 92.29% | 92.29% |
14.05.2024 | 1.57% | 0.67 CHF | 0.68 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 126'232 CHF | 128'232 CHF | 98.98% | 98.98% |
13.05.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 125'783 CHF | 127'783 CHF | 95.49% | 95.49% |
10.05.2024 | 1.72% | 0.60 CHF | 0.61 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 115'712 CHF | 117'712 CHF | 97.14% | 97.14% |
08.05.2024 | 2.26% | 0.45 CHF | 0.46 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 87'624 CHF | 89'624 CHF | 99.32% | 99.32% |
07.05.2024 | 2.77% | 0.40 CHF | 0.41 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 71'310 CHF | 73'310 CHF | 84.49% | 84.49% |
06.05.2024 | 3.45% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 57'039 CHF | 59'039 CHF | 92.67% | 92.67% |
03.05.2024 | 3.92% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 202'078 | 200'000 | 50'631 CHF | 52'132 CHF | 92.31% | 92.31% |
02.05.2024 | 3.98% | 0.22 CHF | 0.23 CHF | 230'000 | 200'000 | 206'464 | 200'000 | 50'914 CHF | 51'435 CHF | 93.08% | 93.08% |