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 | 1.24% | 0.93 CHF | 0.94 CHF | 250'000 | 250'000 | 249'465 | 249'465 | 201'063 CHF | 203'563 CHF | 99.83% | 99.83% |
14.05.2024 | 1.59% | 0.67 CHF | 0.68 CHF | 250'000 | 250'000 | 249'951 | 249'951 | 156'150 CHF | 158'650 CHF | 99.88% | 99.88% |
13.05.2024 | 1.61% | 0.56 CHF | 0.57 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 154'513 CHF | 157'013 CHF | 99.45% | 99.45% |
10.05.2024 | 1.17% | 0.79 CHF | 0.80 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 212'821 CHF | 215'321 CHF | 100.00% | 100.00% |
08.05.2024 | 2.64% | 0.39 CHF | 0.40 CHF | 250'000 | 250'000 | 249'943 | 249'943 | 94'285 CHF | 96'785 CHF | 99.29% | 99.29% |
07.05.2024 | 2.39% | 0.42 CHF | 0.43 CHF | 250'000 | 250'000 | 249'838 | 249'838 | 103'883 CHF | 106'383 CHF | 100.00% | 100.00% |
06.05.2024 | 2.17% | 0.48 CHF | 0.49 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 114'441 CHF | 116'941 CHF | 100.00% | 100.00% |
03.05.2024 | 3.58% | 0.24 CHF | 0.25 CHF | 250'000 | 250'000 | 249'999 | 249'997 | 70'891 CHF | 73'391 CHF | 98.18% | 98.18% |
02.05.2024 | 3.27% | 0.32 CHF | 0.33 CHF | 250'000 | 250'000 | 249'986 | 249'999 | 77'324 CHF | 79'828 CHF | 99.99% | 99.99% |
30.04.2024 | 2.53% | 0.29 CHF | 0.30 CHF | 250'000 | 250'000 | 249'764 | 249'787 | 99'560 CHF | 102'067 CHF | 99.76% | 99.76% |