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 | 0.52% | 1.92 CHF | 1.93 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 476'269 CHF | 191'508 CHF | 99.17% | 99.17% |
15.05.2024 | 0.55% | 1.92 CHF | 1.93 CHF | 250'000 | 100'000 | 250'000 | 99'997 | 455'537 CHF | 183'209 CHF | 94.70% | 94.70% |
14.05.2024 | 0.62% | 1.68 CHF | 1.69 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 400'468 CHF | 161'187 CHF | 99.16% | 99.16% |
13.05.2024 | 0.74% | 1.32 CHF | 1.33 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 335'380 CHF | 135'152 CHF | 98.69% | 98.69% |
10.05.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 335'649 CHF | 135'259 CHF | 99.17% | 99.17% |
08.05.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 326'430 CHF | 131'572 CHF | 99.17% | 99.17% |
07.05.2024 | 0.79% | 1.32 CHF | 1.33 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 314'972 CHF | 126'989 CHF | 97.17% | 97.17% |
06.05.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 298'238 CHF | 120'295 CHF | 99.17% | 99.17% |
03.05.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 308'677 CHF | 124'471 CHF | 99.15% | 99.15% |
02.05.2024 | 0.88% | 1.15 CHF | 1.16 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 282'119 CHF | 113'847 CHF | 99.11% | 99.11% |