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 | 1.47% | 1.05 CHF | 1.06 CHF | 250'000 | 250'000 | 210'585 | 210'585 | 232'356 CHF | 234'758 CHF | 99.00% | 99.00% |
15.05.2024 | 2.06% | 1.07 CHF | 1.11 CHF | 50'000 | 50'000 | 183'465 | 183'465 | 176'134 CHF | 178'468 CHF | 97.70% | 97.70% |
14.05.2024 | 1.33% | 0.82 CHF | 0.83 CHF | 250'000 | 250'000 | 247'383 | 247'383 | 191'820 CHF | 194'313 CHF | 97.88% | 97.88% |
13.05.2024 | 1.38% | 0.71 CHF | 0.72 CHF | 250'000 | 250'000 | 246'257 | 246'257 | 189'113 CHF | 191'604 CHF | 99.93% | 99.93% |
10.05.2024 | 0.99% | 0.94 CHF | 0.95 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 252'742 CHF | 255'242 CHF | 98.58% | 98.58% |
08.05.2024 | 1.94% | 0.52 CHF | 0.53 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 128'172 CHF | 130'672 CHF | 100.00% | 100.00% |
07.05.2024 | 1.80% | 0.55 CHF | 0.56 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 138'179 CHF | 140'679 CHF | 99.93% | 99.93% |
06.05.2024 | 2.12% | 0.62 CHF | 0.63 CHF | 250'000 | 250'000 | 230'381 | 230'381 | 136'992 CHF | 139'442 CHF | 100.00% | 100.00% |
03.05.2024 | 3.96% | 0.36 CHF | 0.37 CHF | 250'000 | 250'000 | 215'377 | 215'377 | 89'108 CHF | 91'521 CHF | 96.94% | 96.94% |
02.05.2024 | 2.85% | 0.45 CHF | 0.46 CHF | 250'000 | 250'000 | 236'389 | 236'389 | 103'942 CHF | 106'408 CHF | 99.23% | 99.23% |