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 | 0.57% | 1.71 CHF | 1.72 CHF | 250'000 | 250'000 | 249'789 | 249'789 | 437'254 CHF | 439'754 CHF | 100.00% | 100.00% |
15.05.2024 | 0.62% | 1.74 CHF | 1.75 CHF | 250'000 | 250'000 | 249'465 | 249'465 | 404'078 CHF | 406'578 CHF | 99.82% | 99.82% |
14.05.2024 | 0.70% | 1.48 CHF | 1.49 CHF | 250'000 | 250'000 | 249'950 | 249'950 | 357'701 CHF | 360'201 CHF | 99.87% | 99.87% |
13.05.2024 | 0.70% | 1.36 CHF | 1.37 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 355'724 CHF | 358'224 CHF | 99.45% | 99.45% |
10.05.2024 | 0.60% | 1.60 CHF | 1.61 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 416'424 CHF | 418'924 CHF | 99.99% | 99.99% |
08.05.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 250'000 | 250'000 | 249'943 | 249'943 | 291'086 CHF | 293'586 CHF | 99.29% | 99.29% |
07.05.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 250'000 | 250'000 | 249'838 | 249'838 | 300'531 CHF | 303'031 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 250'000 | 250'000 | 250'000 | 249'995 | 311'748 CHF | 314'242 CHF | 100.00% | 100.00% |
03.05.2024 | 0.94% | 1.01 CHF | 1.02 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 264'471 CHF | 266'971 CHF | 98.17% | 98.17% |
02.05.2024 | 0.92% | 1.11 CHF | 1.12 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 272'396 CHF | 274'896 CHF | 100.00% | 100.00% |