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 | 2.31% | 0.34 CHF | 0.35 CHF | 250'000 | 250'000 | 244'848 | 244'848 | 113'385 CHF | 115'859 CHF | 98.06% | 98.06% |
14.05.2024 | 1.50% | 0.63 CHF | 0.64 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 165'612 CHF | 168'112 CHF | 97.90% | 97.90% |
13.05.2024 | 1.66% | 0.59 CHF | 0.60 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 149'681 CHF | 152'181 CHF | 99.98% | 100.00% |
10.05.2024 | 2.02% | 0.56 CHF | 0.57 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 123'237 CHF | 125'737 CHF | 98.59% | 98.59% |
08.05.2024 | 0.93% | 1.10 CHF | 1.11 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 267'758 CHF | 270'258 CHF | 99.97% | 99.97% |
07.05.2024 | 0.70% | 1.17 CHF | 1.18 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 358'184 CHF | 360'684 CHF | 99.75% | 99.75% |
06.05.2024 | 0.56% | 1.70 CHF | 1.71 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 443'047 CHF | 445'547 CHF | 99.89% | 99.89% |
03.05.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 513'200 CHF | 515'700 CHF | 97.22% | 97.22% |
02.05.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 536'653 CHF | 539'153 CHF | 99.14% | 99.14% |
30.04.2024 | 0.51% | 2.17 CHF | 2.18 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 485'880 CHF | 488'380 CHF | 99.08% | 99.08% |