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 | 1.71% | 0.66 CHF | 0.67 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 116'357 CHF | 118'357 CHF | 99.11% | 99.11% |
15.05.2024 | 1.73% | 0.53 CHF | 0.54 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 114'842 CHF | 116'842 CHF | 98.42% | 98.42% |
14.05.2024 | 1.51% | 0.65 CHF | 0.66 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 131'728 CHF | 133'728 CHF | 92.04% | 92.04% |
13.05.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 126'364 CHF | 128'364 CHF | 98.13% | 98.13% |
10.05.2024 | 1.70% | 0.61 CHF | 0.62 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 116'992 CHF | 118'992 CHF | 93.16% | 93.16% |
08.05.2024 | 1.21% | 0.84 CHF | 0.85 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 164'464 CHF | 166'464 CHF | 99.47% | 99.47% |
07.05.2024 | 1.02% | 0.86 CHF | 0.87 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 196'172 CHF | 198'172 CHF | 99.24% | 99.24% |
06.05.2024 | 0.88% | 1.10 CHF | 1.11 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 227'878 CHF | 229'878 CHF | 98.75% | 98.75% |
03.05.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 252'881 CHF | 254'881 CHF | 96.37% | 96.37% |
02.05.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 261'921 CHF | 263'921 CHF | 99.39% | 99.39% |