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 | 1.43% | 0.58 CHF | 0.59 CHF | 250'000 | 250'000 | 248'114 | 248'114 | 175'241 CHF | 177'741 CHF | 28.60% | 98.52% |
14.05.2024 | 0.87% | 1.09 CHF | 1.10 CHF | 250'000 | 250'000 | 249'820 | 249'820 | 287'214 CHF | 289'714 CHF | 99.97% | 99.97% |
13.05.2024 | 0.92% | 1.13 CHF | 1.14 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 270'512 CHF | 273'012 CHF | 99.20% | 99.94% |
10.05.2024 | 0.93% | 1.19 CHF | 1.20 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 268'526 CHF | 271'026 CHF | 99.99% | 99.99% |
08.05.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 250'000 | 250'000 | 247'492 | 247'492 | 362'336 CHF | 364'836 CHF | 99.67% | 99.67% |
07.05.2024 | 0.70% | 1.35 CHF | 1.36 CHF | 250'000 | 250'000 | 249'884 | 249'884 | 357'097 CHF | 359'597 CHF | 99.73% | 99.73% |
06.05.2024 | 0.57% | 1.68 CHF | 1.69 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 437'714 CHF | 440'214 CHF | 100.00% | 100.00% |
03.05.2024 | 0.46% | 2.10 CHF | 2.11 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 546'530 CHF | 549'030 CHF | 99.63% | 99.63% |
02.05.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 651'950 CHF | 654'450 CHF | 99.61% | 99.61% |
30.04.2024 | 0.48% | 2.31 CHF | 2.32 CHF | 250'000 | 250'000 | 249'941 | 249'941 | 517'271 CHF | 519'771 CHF | 99.97% | 99.97% |