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 | 1.71% | 0.63 CHF | 0.64 CHF | 250'000 | 250'000 | 249'789 | 249'789 | 146'026 CHF | 148'526 CHF | 100.00% | 100.00% |
15.05.2024 | 1.41% | 0.60 CHF | 0.61 CHF | 250'000 | 250'000 | 249'474 | 249'474 | 177'446 CHF | 179'946 CHF | 99.82% | 99.82% |
14.05.2024 | 1.10% | 0.86 CHF | 0.87 CHF | 250'000 | 250'000 | 249'949 | 249'949 | 226'670 CHF | 229'170 CHF | 99.86% | 99.86% |
13.05.2024 | 1.09% | 0.98 CHF | 0.99 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 229'242 CHF | 231'742 CHF | 99.45% | 99.45% |
10.05.2024 | 1.44% | 0.75 CHF | 0.76 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 173'267 CHF | 175'767 CHF | 100.00% | 100.00% |
08.05.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 250'000 | 250'000 | 249'943 | 249'943 | 300'631 CHF | 303'131 CHF | 99.29% | 99.29% |
07.05.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 250'000 | 250'000 | 249'841 | 249'841 | 290'972 CHF | 293'472 CHF | 100.00% | 100.00% |
06.05.2024 | 0.89% | 1.10 CHF | 1.11 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 279'896 CHF | 282'396 CHF | 100.00% | 100.00% |
03.05.2024 | 0.75% | 1.37 CHF | 1.38 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 331'320 CHF | 333'820 CHF | 98.19% | 98.19% |
02.05.2024 | 0.76% | 1.30 CHF | 1.31 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 328'382 CHF | 330'882 CHF | 99.99% | 99.99% |