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 | 1.36% | 0.72 CHF | 0.73 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 183'028 CHF | 74'211 CHF | 99.38% | 99.38% |
15.05.2024 | 1.79% | 0.57 CHF | 0.58 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 138'525 CHF | 56'410 CHF | 98.26% | 98.26% |
14.05.2024 | 2.06% | 0.50 CHF | 0.51 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 120'428 CHF | 49'171 CHF | 99.38% | 99.38% |
13.05.2024 | 1.81% | 0.57 CHF | 0.58 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 137'261 CHF | 55'904 CHF | 98.86% | 98.86% |
10.05.2024 | 1.85% | 0.52 CHF | 0.53 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 134'214 CHF | 54'686 CHF | 99.38% | 99.38% |
08.05.2024 | 2.14% | 0.46 CHF | 0.47 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 115'617 CHF | 47'247 CHF | 99.35% | 99.35% |
07.05.2024 | 2.33% | 0.45 CHF | 0.46 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 106'293 CHF | 43'517 CHF | 97.86% | 97.86% |
06.05.2024 | 2.53% | 0.40 CHF | 0.41 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 97'638 CHF | 40'055 CHF | 99.38% | 99.38% |
03.05.2024 | 2.92% | 0.37 CHF | 0.38 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 84'687 CHF | 34'875 CHF | 99.37% | 99.37% |
02.05.2024 | 2.54% | 0.30 CHF | 0.31 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 98'079 CHF | 40'232 CHF | 98.75% | 98.75% |