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 | 12.98% | 0.22 CHF | 0.23 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 38'300 CHF | 43'193 CHF | 100.00% | 100.00% |
15.05.2024 | 2.41% | 0.30 CHF | 0.31 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 83'671 CHF | 85'671 CHF | 100.00% | 100.00% |
14.05.2024 | 1.67% | 0.52 CHF | 0.53 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 119'188 CHF | 121'188 CHF | 92.22% | 92.22% |
13.05.2024 | 1.66% | 0.60 CHF | 0.61 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 119'375 CHF | 121'375 CHF | 100.00% | 100.00% |
10.05.2024 | 1.47% | 0.64 CHF | 0.65 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 135'565 CHF | 137'565 CHF | 100.00% | 100.00% |
08.05.2024 | 1.02% | 0.95 CHF | 0.96 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 195'644 CHF | 197'644 CHF | 100.00% | 100.00% |
07.05.2024 | 0.83% | 1.08 CHF | 1.09 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 239'707 CHF | 241'707 CHF | 100.00% | 100.00% |
06.05.2024 | 0.69% | 1.47 CHF | 1.48 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 288'175 CHF | 290'175 CHF | 100.00% | 100.00% |
03.05.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 320'568 CHF | 322'568 CHF | 94.55% | 94.55% |
02.05.2024 | 0.61% | 1.73 CHF | 1.74 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 327'379 CHF | 329'379 CHF | 100.00% | 100.00% |