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 | 2.14% | 0.95 CHF | 0.96 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 240'528 CHF | 245'652 CHF | 99.00% | 99.00% |
15.05.2024 | 2.96% | 0.93 CHF | 1.00 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 228'206 CHF | 235'155 CHF | 98.04% | 98.04% |
14.05.2024 | 1.21% | 0.88 CHF | 0.89 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 219'451 CHF | 222'131 CHF | 97.88% | 97.88% |
13.05.2024 | 1.21% | 0.89 CHF | 0.90 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 228'235 CHF | 231'002 CHF | 99.99% | 99.99% |
10.05.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 232'272 CHF | 234'772 CHF | 97.22% | 97.22% |
08.05.2024 | 1.04% | 0.94 CHF | 0.95 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 238'535 CHF | 241'035 CHF | 99.99% | 99.99% |
07.05.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 255'562 CHF | 258'062 CHF | 99.83% | 99.83% |
06.05.2024 | 1.42% | 1.05 CHF | 1.06 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 265'835 CHF | 269'639 CHF | 100.00% | 100.00% |
03.05.2024 | 1.66% | 1.13 CHF | 1.14 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 280'265 CHF | 285'004 CHF | 96.77% | 96.77% |
02.05.2024 | 1.35% | 1.07 CHF | 1.08 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 250'873 CHF | 254'305 CHF | 99.11% | 99.11% |