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 | 2.47% | 0.81 CHF | 0.82 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 162'052 CHF | 166'147 CHF | 99.00% | 99.00% |
15.05.2024 | 3.28% | 0.80 CHF | 0.86 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 170'250 CHF | 175'857 CHF | 98.05% | 98.05% |
14.05.2024 | 1.15% | 0.89 CHF | 0.90 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 184'400 CHF | 186'533 CHF | 97.88% | 97.88% |
13.05.2024 | 1.18% | 0.92 CHF | 0.93 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 186'540 CHF | 188'746 CHF | 99.99% | 99.99% |
10.05.2024 | 1.05% | 0.97 CHF | 0.98 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 189'957 CHF | 191'957 CHF | 96.90% | 96.90% |
08.05.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 198'707 CHF | 200'707 CHF | 99.99% | 99.99% |
07.05.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 187'290 CHF | 189'290 CHF | 99.91% | 99.91% |
06.05.2024 | 1.67% | 0.91 CHF | 0.92 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 180'598 CHF | 183'630 CHF | 100.00% | 100.00% |
03.05.2024 | 2.07% | 0.93 CHF | 0.94 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 184'492 CHF | 188'340 CHF | 96.95% | 96.95% |
02.05.2024 | 1.38% | 1.00 CHF | 1.01 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 195'433 CHF | 198'161 CHF | 99.47% | 99.47% |