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 | 2.66% | 0.45 CHF | 0.46 CHF | 200'000 | 200'000 | 199'805 | 199'805 | 74'715 CHF | 76'715 CHF | 100.00% | 100.00% |
15.05.2024 | 2.54% | 0.32 CHF | 0.33 CHF | 200'000 | 200'000 | 199'583 | 199'583 | 78'459 CHF | 80'459 CHF | 99.93% | 99.93% |
14.05.2024 | 2.15% | 0.42 CHF | 0.43 CHF | 200'000 | 200'000 | 199'946 | 199'946 | 92'251 CHF | 94'251 CHF | 99.72% | 99.72% |
13.05.2024 | 2.18% | 0.44 CHF | 0.45 CHF | 200'000 | 200'000 | 200'000 | 199'984 | 90'674 CHF | 92'667 CHF | 100.00% | 100.00% |
10.05.2024 | 2.38% | 0.47 CHF | 0.48 CHF | 200'000 | 200'000 | 200'000 | 199'995 | 83'444 CHF | 85'442 CHF | 100.00% | 100.00% |
08.05.2024 | 1.37% | 0.72 CHF | 0.73 CHF | 200'000 | 200'000 | 199'962 | 199'962 | 145'108 CHF | 147'108 CHF | 99.67% | 99.67% |
07.05.2024 | 1.04% | 0.83 CHF | 0.84 CHF | 200'000 | 200'000 | 199'803 | 199'803 | 192'642 CHF | 194'642 CHF | 99.72% | 99.72% |
06.05.2024 | 0.87% | 1.12 CHF | 1.13 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 229'967 CHF | 231'967 CHF | 100.00% | 100.00% |
03.05.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 262'607 CHF | 264'607 CHF | 99.72% | 99.72% |
02.05.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 281'701 CHF | 283'701 CHF | 99.55% | 99.55% |