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 | 1.99% | 1.02 CHF | 1.03 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 258'161 CHF | 263'276 CHF | 99.00% | 99.00% |
15.05.2024 | 2.75% | 1.00 CHF | 1.07 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 247'544 CHF | 254'510 CHF | 98.04% | 98.04% |
14.05.2024 | 1.11% | 0.96 CHF | 0.97 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 239'486 CHF | 242'166 CHF | 97.88% | 97.88% |
13.05.2024 | 1.11% | 0.97 CHF | 0.98 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 248'581 CHF | 251'349 CHF | 99.99% | 99.99% |
10.05.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 252'405 CHF | 254'905 CHF | 97.24% | 97.24% |
08.05.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 258'826 CHF | 261'326 CHF | 99.99% | 99.99% |
07.05.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 275'877 CHF | 278'377 CHF | 99.91% | 99.91% |
06.05.2024 | 1.32% | 1.13 CHF | 1.14 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 286'570 CHF | 290'381 CHF | 100.00% | 100.00% |
03.05.2024 | 1.57% | 1.21 CHF | 1.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 300'747 CHF | 305'550 CHF | 97.07% | 97.07% |
02.05.2024 | 1.23% | 1.16 CHF | 1.17 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 271'506 CHF | 274'903 CHF | 99.34% | 99.34% |