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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.79% | 1.23 CHF | 1.24 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 313'710 CHF | 316'210 CHF | 99.43% | 99.43% |
22.05.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 250'000 | 250'000 | 250'003 | 250'003 | 307'724 CHF | 310'224 CHF | 96.83% | 96.83% |
21.05.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 319'626 CHF | 322'126 CHF | 99.65% | 99.65% |
17.05.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 322'611 CHF | 325'111 CHF | 99.35% | 99.35% |
16.05.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 306'335 CHF | 308'835 CHF | 99.26% | 99.26% |
15.05.2024 | 0.89% | 1.17 CHF | 1.18 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 278'660 CHF | 281'160 CHF | 98.86% | 98.86% |
14.05.2024 | 0.97% | 1.06 CHF | 1.07 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 256'105 CHF | 258'605 CHF | 99.40% | 99.40% |
13.05.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 256'384 CHF | 258'884 CHF | 98.92% | 98.92% |
10.05.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 245'372 CHF | 247'872 CHF | 100.00% | 100.00% |
08.05.2024 | 1.20% | 0.85 CHF | 0.86 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 207'749 CHF | 210'249 CHF | 99.67% | 99.67% |