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 | 1.68% | 0.61 CHF | 0.62 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 118'472 CHF | 120'472 CHF | 100.00% | 100.00% |
15.05.2024 | 1.23% | 0.69 CHF | 0.70 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 162'159 CHF | 164'159 CHF | 100.00% | 100.00% |
14.05.2024 | 1.01% | 0.91 CHF | 0.92 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 197'867 CHF | 199'867 CHF | 92.22% | 92.22% |
13.05.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 198'055 CHF | 200'055 CHF | 100.00% | 100.00% |
10.05.2024 | 0.93% | 1.04 CHF | 1.05 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 214'586 CHF | 216'586 CHF | 100.00% | 100.00% |
08.05.2024 | 0.72% | 1.35 CHF | 1.36 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 275'056 CHF | 277'056 CHF | 100.00% | 100.00% |
07.05.2024 | 0.63% | 1.47 CHF | 1.48 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 319'107 CHF | 321'107 CHF | 100.00% | 100.00% |
06.05.2024 | 0.54% | 1.87 CHF | 1.88 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 367'794 CHF | 369'794 CHF | 100.00% | 100.00% |
03.05.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 400'194 CHF | 402'194 CHF | 94.55% | 94.55% |
02.05.2024 | 0.49% | 2.12 CHF | 2.13 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 407'014 CHF | 409'014 CHF | 100.00% | 100.00% |