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 | 1.45% | 0.74 CHF | 0.75 CHF | 250'000 | 250'000 | 249'817 | 249'817 | 172'005 CHF | 174'505 CHF | 100.00% | 100.00% |
15.05.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 250'000 | 250'000 | 249'460 | 249'460 | 155'643 CHF | 158'143 CHF | 99.79% | 99.79% |
14.05.2024 | 1.63% | 0.65 CHF | 0.66 CHF | 250'000 | 250'000 | 249'954 | 249'954 | 152'303 CHF | 154'803 CHF | 100.00% | 100.00% |
13.05.2024 | 1.81% | 0.59 CHF | 0.60 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 137'281 CHF | 139'781 CHF | 100.00% | 100.00% |
10.05.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 142'846 CHF | 145'346 CHF | 99.61% | 99.61% |
08.05.2024 | 1.95% | 0.50 CHF | 0.51 CHF | 250'000 | 250'000 | 249'941 | 249'941 | 127'211 CHF | 129'711 CHF | 99.29% | 99.29% |
07.05.2024 | 2.12% | 0.49 CHF | 0.50 CHF | 250'000 | 250'000 | 249'839 | 249'839 | 116'715 CHF | 119'215 CHF | 100.00% | 100.00% |
06.05.2024 | 2.17% | 0.50 CHF | 0.51 CHF | 250'000 | 250'000 | 250'000 | 249'994 | 114'362 CHF | 116'859 CHF | 100.00% | 100.00% |
03.05.2024 | 2.92% | 0.39 CHF | 0.40 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 84'432 CHF | 86'932 CHF | 100.00% | 100.00% |
02.05.2024 | 3.48% | 0.32 CHF | 0.33 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 70'809 CHF | 73'309 CHF | 100.00% | 100.00% |