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 | 3.23% | 0.31 CHF | 0.32 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 76'125 CHF | 78'625 CHF | 99.84% | 99.84% |
15.05.2024 | 3.49% | 0.28 CHF | 0.29 CHF | 250'000 | 250'000 | 249'972 | 250'000 | 70'462 CHF | 72'970 CHF | 100.00% | 100.00% |
14.05.2024 | 4.23% | 0.26 CHF | 0.27 CHF | 250'000 | 250'000 | 271'513 | 271'513 | 62'976 CHF | 65'691 CHF | 99.80% | 99.80% |
13.05.2024 | 3.96% | 0.25 CHF | 0.26 CHF | 275'000 | 275'000 | 275'000 | 275'000 | 68'069 CHF | 70'819 CHF | 100.00% | 100.00% |
10.05.2024 | 3.95% | 0.25 CHF | 0.26 CHF | 275'000 | 275'000 | 275'000 | 275'000 | 68'338 CHF | 71'088 CHF | 100.00% | 100.00% |
08.05.2024 | 4.68% | 0.20 CHF | 0.21 CHF | 275'000 | 275'000 | 275'000 | 275'000 | 57'452 CHF | 60'202 CHF | 100.00% | 100.00% |
07.05.2024 | 4.79% | 0.21 CHF | 0.22 CHF | 275'000 | 275'000 | 275'399 | 275'400 | 56'191 CHF | 58'946 CHF | 99.79% | 99.79% |
06.05.2024 | 5.79% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 308'804 | 308'804 | 51'796 CHF | 54'884 CHF | 99.77% | 99.77% |
03.05.2024 | 7.44% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 402'358 | 402'358 | 52'113 CHF | 56'136 CHF | 100.00% | 100.00% |
02.05.2024 | 8.26% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 441'295 | 441'291 | 51'226 CHF | 55'638 CHF | 100.00% | 100.00% |