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 | 4.57% | 0.44 CHF | 0.45 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 113'998 CHF | 119'180 CHF | 99.00% | 99.00% |
15.05.2024 | 6.32% | 0.43 CHF | 0.49 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 104'271 CHF | 111'197 CHF | 98.04% | 98.04% |
14.05.2024 | 2.75% | 0.39 CHF | 0.40 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 95'886 CHF | 98'551 CHF | 97.88% | 97.88% |
13.05.2024 | 2.58% | 0.40 CHF | 0.41 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 105'104 CHF | 107'840 CHF | 99.99% | 99.99% |
10.05.2024 | 2.38% | 0.41 CHF | 0.42 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 103'776 CHF | 106'276 CHF | 93.28% | 93.28% |
08.05.2024 | 2.21% | 0.44 CHF | 0.45 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 112'166 CHF | 114'666 CHF | 99.99% | 99.99% |
07.05.2024 | 1.90% | 0.52 CHF | 0.53 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 130'622 CHF | 133'122 CHF | 99.85% | 99.85% |
06.05.2024 | 2.66% | 0.55 CHF | 0.56 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 140'552 CHF | 144'350 CHF | 100.00% | 100.00% |
03.05.2024 | 3.03% | 0.63 CHF | 0.64 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 154'286 CHF | 159'130 CHF | 97.00% | 97.00% |
02.05.2024 | 2.65% | 0.57 CHF | 0.58 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 125'568 CHF | 128'990 CHF | 99.43% | 99.43% |