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 | 2.17% | 0.95 CHF | 0.96 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 188'488 CHF | 192'607 CHF | 99.00% | 99.00% |
15.05.2024 | 3.03% | 0.92 CHF | 0.98 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 180'186 CHF | 185'811 CHF | 98.04% | 98.04% |
14.05.2024 | 1.24% | 0.88 CHF | 0.89 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 170'479 CHF | 172'612 CHF | 97.88% | 97.88% |
13.05.2024 | 1.30% | 0.85 CHF | 0.86 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 168'076 CHF | 170'273 CHF | 99.99% | 99.99% |
10.05.2024 | 1.20% | 0.82 CHF | 0.83 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 166'220 CHF | 168'220 CHF | 96.32% | 96.32% |
08.05.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 158'911 CHF | 160'911 CHF | 99.99% | 99.99% |
07.05.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 170'139 CHF | 172'139 CHF | 99.92% | 99.92% |
06.05.2024 | 1.70% | 0.87 CHF | 0.88 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 175'583 CHF | 178'599 CHF | 100.00% | 100.00% |
03.05.2024 | 2.19% | 0.86 CHF | 0.87 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 172'614 CHF | 176'458 CHF | 96.36% | 96.36% |
02.05.2024 | 1.67% | 0.81 CHF | 0.82 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 165'435 CHF | 168'205 CHF | 99.48% | 99.48% |