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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 1.09% | 0.89 CHF | 0.90 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 228'924 CHF | 231'424 CHF | 99.40% | 99.40% |
22.05.2024 | 1.05% | 0.88 CHF | 0.89 CHF | 250'000 | 250'000 | 250'003 | 250'003 | 236'445 CHF | 238'945 CHF | 96.83% | 96.83% |
21.05.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 249'873 CHF | 252'373 CHF | 99.63% | 99.63% |
17.05.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 252'867 CHF | 255'367 CHF | 99.35% | 99.35% |
16.05.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 236'723 CHF | 239'223 CHF | 99.26% | 99.26% |
15.05.2024 | 1.19% | 0.90 CHF | 0.91 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 208'890 CHF | 211'390 CHF | 98.86% | 98.86% |
14.05.2024 | 1.33% | 0.78 CHF | 0.79 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 186'458 CHF | 188'958 CHF | 99.40% | 99.40% |
13.05.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 186'755 CHF | 189'255 CHF | 98.92% | 98.92% |
10.05.2024 | 1.41% | 0.72 CHF | 0.73 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 175'720 CHF | 178'220 CHF | 99.79% | 99.79% |
08.05.2024 | 1.79% | 0.57 CHF | 0.58 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 138'119 CHF | 140'619 CHF | 99.67% | 99.67% |