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 | 1.00% | 0.99 CHF | 1.00 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 247'592 CHF | 100'037 CHF | 99.17% | 99.17% |
15.05.2024 | 0.94% | 0.98 CHF | 0.99 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 264'477 CHF | 106'791 CHF | 94.71% | 94.71% |
14.05.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 271'634 CHF | 109'654 CHF | 99.17% | 99.17% |
13.05.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 254'668 CHF | 102'867 CHF | 98.69% | 98.69% |
10.05.2024 | 0.94% | 1.09 CHF | 1.10 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 266'071 CHF | 107'428 CHF | 99.17% | 99.17% |
08.05.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 261'356 CHF | 105'543 CHF | 99.17% | 99.17% |
07.05.2024 | 0.84% | 1.08 CHF | 1.09 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 296'298 CHF | 119'519 CHF | 97.18% | 97.18% |
06.05.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 306'407 CHF | 123'563 CHF | 99.17% | 99.17% |
03.05.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 309'015 CHF | 124'606 CHF | 99.15% | 99.15% |
02.05.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 321'967 CHF | 129'787 CHF | 99.11% | 99.11% |