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 | 1.76% | 0.57 CHF | 0.58 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 141'006 CHF | 143'506 CHF | 99.26% | 99.26% |
15.05.2024 | 1.47% | 0.62 CHF | 0.63 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 169'310 CHF | 171'810 CHF | 98.86% | 98.86% |
14.05.2024 | 1.29% | 0.73 CHF | 0.74 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 192'445 CHF | 194'945 CHF | 99.40% | 99.40% |
13.05.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 192'723 CHF | 195'223 CHF | 98.92% | 98.92% |
10.05.2024 | 1.21% | 0.80 CHF | 0.81 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 205'518 CHF | 208'018 CHF | 100.00% | 100.00% |
08.05.2024 | 1.02% | 0.96 CHF | 0.97 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 244'660 CHF | 247'160 CHF | 99.67% | 99.67% |
07.05.2024 | 0.91% | 1.03 CHF | 1.04 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 272'220 CHF | 274'720 CHF | 96.81% | 96.81% |
06.05.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 303'292 CHF | 305'792 CHF | 99.85% | 99.85% |
03.05.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 324'422 CHF | 326'922 CHF | 96.50% | 96.50% |
02.05.2024 | 0.76% | 1.36 CHF | 1.37 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 329'483 CHF | 331'983 CHF | 99.37% | 99.37% |