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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 3.71% | 0.27 CHF | 0.28 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 66'180 CHF | 68'680 CHF | 100.00% | 100.00% |
16.05.2024 | 3.57% | 0.28 CHF | 0.29 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 68'798 CHF | 71'298 CHF | 98.45% | 98.45% |
15.05.2024 | 3.65% | 0.27 CHF | 0.28 CHF | 250'000 | 250'000 | 249'501 | 249'501 | 67'115 CHF | 69'610 CHF | 98.94% | 98.94% |
14.05.2024 | 3.63% | 0.26 CHF | 0.27 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 67'570 CHF | 70'070 CHF | 99.04% | 99.04% |
13.05.2024 | 3.55% | 0.27 CHF | 0.28 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 69'159 CHF | 71'659 CHF | 39.62% | 39.62% |
10.05.2024 | 3.39% | 0.28 CHF | 0.29 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 72'483 CHF | 74'983 CHF | 100.00% | 100.00% |
08.05.2024 | 3.14% | 0.31 CHF | 0.32 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 78'307 CHF | 80'807 CHF | 98.58% | 98.58% |
07.05.2024 | 2.90% | 0.33 CHF | 0.34 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 85'116 CHF | 87'616 CHF | 96.44% | 96.44% |
06.05.2024 | 2.78% | 0.36 CHF | 0.37 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 88'659 CHF | 91'159 CHF | 100.00% | 100.00% |
03.05.2024 | 2.80% | 0.36 CHF | 0.37 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 88'131 CHF | 90'631 CHF | 98.64% | 98.64% |