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 | 0.56% | 1.63 CHF | 1.64 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 449'306 CHF | 451'806 CHF | 98.95% | 98.95% |
15.05.2024 | 0.57% | 1.96 CHF | 1.97 CHF | 250'000 | 250'000 | 244'847 | 244'847 | 450'817 CHF | 453'291 CHF | 98.04% | 98.04% |
14.05.2024 | 0.60% | 1.69 CHF | 1.70 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 414'315 CHF | 416'815 CHF | 97.90% | 97.90% |
13.05.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 430'593 CHF | 433'093 CHF | 99.93% | 99.93% |
10.05.2024 | 0.54% | 1.78 CHF | 1.79 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 461'070 CHF | 463'570 CHF | 98.51% | 98.51% |
08.05.2024 | 0.75% | 1.31 CHF | 1.32 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 333'892 CHF | 336'392 CHF | 99.97% | 99.97% |
07.05.2024 | 1.02% | 1.24 CHF | 1.25 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 245'330 CHF | 247'830 CHF | 99.75% | 99.75% |
06.05.2024 | 1.58% | 0.72 CHF | 0.73 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 161'429 CHF | 163'929 CHF | 99.89% | 99.89% |
03.05.2024 | 2.52% | 0.40 CHF | 0.41 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 100'155 CHF | 102'655 CHF | 97.22% | 97.22% |
02.05.2024 | 3.11% | 0.30 CHF | 0.31 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 80'253 CHF | 82'753 CHF | 94.55% | 99.48% |