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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 1.54% | 0.49 CHF | 0.50 CHF | 250'000 | 250'000 | 248'054 | 248'054 | 164'040 CHF | 166'540 CHF | 26.40% | 96.81% |
14.05.2024 | 0.86% | 1.09 CHF | 1.13 CHF | 250'000 | 250'000 | 249'944 | 249'944 | 289'726 CHF | 292'226 CHF | 90.22% | 99.96% |
13.05.2024 | 0.92% | 1.13 CHF | 1.14 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 271'097 CHF | 273'597 CHF | 99.19% | 99.88% |
10.05.2024 | 0.92% | 1.21 CHF | 1.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 270'754 CHF | 273'254 CHF | 100.00% | 100.00% |
08.05.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 250'000 | 250'000 | 249'968 | 249'968 | 380'997 CHF | 383'497 CHF | 99.67% | 99.67% |
07.05.2024 | 0.65% | 1.43 CHF | 1.44 CHF | 250'000 | 250'000 | 249'840 | 249'840 | 381'330 CHF | 383'830 CHF | 99.70% | 99.70% |
06.05.2024 | 0.54% | 1.78 CHF | 1.79 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 463'826 CHF | 466'326 CHF | 100.00% | 100.00% |
03.05.2024 | 0.43% | 2.23 CHF | 2.24 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 581'688 CHF | 584'188 CHF | 99.59% | 99.59% |
02.05.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 690'638 CHF | 693'138 CHF | 99.56% | 99.56% |
30.04.2024 | 0.45% | 2.46 CHF | 2.47 CHF | 250'000 | 250'000 | 249'815 | 249'815 | 552'058 CHF | 554'558 CHF | 99.99% | 99.99% |