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 | 3.39% | 0.57 CHF | 0.59 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 144'973 CHF | 149'973 CHF | 98.59% | 98.59% |
15.05.2024 | 2.65% | 0.53 CHF | 0.55 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 120'646 CHF | 123'929 CHF | 94.34% | 94.34% |
14.05.2024 | 2.42% | 0.44 CHF | 0.45 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 102'131 CHF | 104'631 CHF | 98.94% | 98.94% |
13.05.2024 | 2.41% | 0.41 CHF | 0.42 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 102'395 CHF | 104'895 CHF | 95.49% | 95.49% |
10.05.2024 | 2.63% | 0.39 CHF | 0.40 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 93'805 CHF | 96'305 CHF | 97.11% | 97.11% |
08.05.2024 | 3.72% | 0.27 CHF | 0.28 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 66'051 CHF | 68'551 CHF | 99.32% | 99.32% |
07.05.2024 | 4.90% | 0.23 CHF | 0.24 CHF | 250'000 | 250'000 | 258'729 | 250'000 | 51'635 CHF | 52'544 CHF | 84.49% | 84.49% |
06.05.2024 | 6.88% | 0.13 CHF | 0.14 CHF | 390'000 | 250'000 | 361'664 | 250'000 | 50'784 CHF | 37'783 CHF | 92.67% | 92.67% |
03.05.2024 | 8.42% | 0.11 CHF | 0.12 CHF | 460'000 | 250'000 | 444'520 | 250'000 | 50'570 CHF | 31'052 CHF | 93.03% | 93.03% |
02.05.2024 | 8.49% | 0.10 CHF | 0.11 CHF | 500'000 | 250'000 | 446'732 | 250'000 | 50'362 CHF | 30'872 CHF | 92.89% | 92.89% |