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 | 0.84% | 1.19 CHF | 1.20 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 297'971 CHF | 120'188 CHF | 99.17% | 99.17% |
15.05.2024 | 0.79% | 1.18 CHF | 1.19 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 314'870 CHF | 126'948 CHF | 94.71% | 94.71% |
14.05.2024 | 0.77% | 1.28 CHF | 1.29 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 321'854 CHF | 129'742 CHF | 99.17% | 99.17% |
13.05.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 305'204 CHF | 123'082 CHF | 98.69% | 98.69% |
10.05.2024 | 0.79% | 1.29 CHF | 1.30 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 316'160 CHF | 127'464 CHF | 99.17% | 99.17% |
08.05.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 311'774 CHF | 125'710 CHF | 99.17% | 99.17% |
07.05.2024 | 0.72% | 1.28 CHF | 1.29 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 346'453 CHF | 139'581 CHF | 97.18% | 97.18% |
06.05.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 356'735 CHF | 143'694 CHF | 99.17% | 99.17% |
03.05.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 359'496 CHF | 144'798 CHF | 99.15% | 99.15% |
02.05.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 372'313 CHF | 149'925 CHF | 99.11% | 99.11% |