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 | 2.30% | 0.43 CHF | 0.44 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 214'770 CHF | 43'954 CHF | 99.27% | 99.27% |
15.05.2024 | 2.40% | 0.43 CHF | 0.44 CHF | 500'000 | 100'000 | 500'000 | 99'983 | 205'651 CHF | 42'124 CHF | 99.07% | 99.07% |
14.05.2024 | 2.41% | 0.42 CHF | 0.43 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 204'777 CHF | 41'955 CHF | 99.27% | 99.27% |
13.05.2024 | 2.61% | 0.38 CHF | 0.39 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 189'010 CHF | 38'802 CHF | 98.47% | 98.47% |
10.05.2024 | 2.44% | 0.39 CHF | 0.40 CHF | 500'000 | 100'000 | 500'000 | 99'983 | 202'913 CHF | 41'576 CHF | 99.27% | 99.27% |
08.05.2024 | 2.12% | 0.46 CHF | 0.47 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 233'753 CHF | 47'751 CHF | 99.27% | 99.27% |
07.05.2024 | 2.09% | 0.46 CHF | 0.47 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 236'579 CHF | 48'316 CHF | 99.27% | 99.27% |
06.05.2024 | 2.16% | 0.45 CHF | 0.46 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 228'750 CHF | 46'750 CHF | 99.27% | 99.27% |
03.05.2024 | 2.14% | 0.45 CHF | 0.46 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 230'705 CHF | 47'141 CHF | 99.17% | 99.17% |
02.05.2024 | 2.26% | 0.44 CHF | 0.45 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 218'829 CHF | 44'766 CHF | 99.27% | 99.27% |