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 | 0.97% | 1.02 CHF | 1.03 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 255'816 CHF | 258'316 CHF | 99.26% | 99.26% |
15.05.2024 | 1.09% | 0.97 CHF | 0.98 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 228'062 CHF | 230'562 CHF | 98.55% | 98.55% |
14.05.2024 | 1.21% | 0.86 CHF | 0.87 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 205'622 CHF | 208'122 CHF | 99.40% | 99.40% |
13.05.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 205'721 CHF | 208'221 CHF | 98.92% | 98.92% |
10.05.2024 | 1.27% | 0.80 CHF | 0.81 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 194'927 CHF | 197'427 CHF | 100.00% | 100.00% |
08.05.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 157'324 CHF | 159'824 CHF | 99.67% | 99.67% |
07.05.2024 | 1.91% | 0.58 CHF | 0.59 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 130'245 CHF | 132'745 CHF | 96.81% | 96.81% |
06.05.2024 | 2.48% | 0.38 CHF | 0.39 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 99'667 CHF | 102'167 CHF | 99.85% | 99.85% |
03.05.2024 | 3.08% | 0.32 CHF | 0.33 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 80'152 CHF | 82'652 CHF | 96.54% | 96.54% |
02.05.2024 | 3.27% | 0.26 CHF | 0.27 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 75'772 CHF | 78'272 CHF | 99.11% | 99.11% |