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 | 4.57% | 0.20 CHF | 0.21 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 107'014 CHF | 112'014 CHF | 98.88% | 98.88% |
15.05.2024 | 4.09% | 0.22 CHF | 0.23 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 126'689 CHF | 131'956 CHF | 94.87% | 94.87% |
14.05.2024 | 3.44% | 0.28 CHF | 0.29 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 142'805 CHF | 147'805 CHF | 96.71% | 96.71% |
13.05.2024 | 3.55% | 0.28 CHF | 0.29 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 138'388 CHF | 143'388 CHF | 100.00% | 100.00% |
10.05.2024 | 3.49% | 0.29 CHF | 0.30 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 140'845 CHF | 145'845 CHF | 98.13% | 98.13% |
08.05.2024 | 2.21% | 0.43 CHF | 0.44 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 134'012 CHF | 137'012 CHF | 99.99% | 99.99% |
07.05.2024 | 2.29% | 0.41 CHF | 0.42 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 129'383 CHF | 132'383 CHF | 100.00% | 100.00% |
06.05.2024 | 2.07% | 0.49 CHF | 0.50 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 143'410 CHF | 146'410 CHF | 100.00% | 100.00% |
03.05.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 116'011 CHF | 118'011 CHF | 95.87% | 95.87% |
02.05.2024 | 1.18% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 84'381 CHF | 85'381 CHF | 99.26% | 99.26% |