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 | 4.08% | 0.40 CHF | 0.41 CHF | 200'000 | 200'000 | 74'754 | 74'754 | 31'240 CHF | 32'301 CHF | 99.65% | 99.65% |
15.05.2024 | 3.69% | 0.46 CHF | 0.47 CHF | 200'000 | 200'000 | 74'754 | 74'754 | 34'759 CHF | 35'820 CHF | 99.64% | 99.64% |
14.05.2024 | 3.40% | 0.50 CHF | 0.51 CHF | 200'000 | 200'000 | 74'860 | 74'860 | 38'128 CHF | 39'189 CHF | 99.36% | 99.36% |
13.05.2024 | 2.93% | 0.59 CHF | 0.60 CHF | 200'000 | 200'000 | 76'512 | 76'512 | 46'117 CHF | 47'190 CHF | 94.86% | 94.86% |
10.05.2024 | 3.44% | 0.54 CHF | 0.55 CHF | 200'000 | 200'000 | 73'976 | 73'976 | 38'800 CHF | 39'855 CHF | 98.49% | 98.49% |
08.05.2024 | 3.61% | 0.50 CHF | 0.51 CHF | 200'000 | 200'000 | 74'764 | 74'764 | 36'731 CHF | 37'791 CHF | 99.66% | 99.66% |
07.05.2024 | 3.28% | 0.47 CHF | 0.48 CHF | 200'000 | 200'000 | 74'755 | 74'755 | 38'144 CHF | 39'205 CHF | 99.65% | 99.65% |
06.05.2024 | 3.11% | 0.58 CHF | 0.59 CHF | 200'000 | 200'000 | 74'754 | 74'754 | 42'630 CHF | 43'691 CHF | 99.65% | 99.65% |
03.05.2024 | 3.09% | 0.64 CHF | 0.65 CHF | 200'000 | 200'000 | 74'376 | 74'376 | 44'732 CHF | 45'790 CHF | 99.35% | 99.35% |
02.05.2024 | 2.77% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 37'026 | 37'026 | 23'534 CHF | 24'062 CHF | 98.97% | 98.97% |