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 | 1.01% | 1.01 CHF | 1.02 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 247'342 CHF | 99'937 CHF | 99.38% | 99.38% |
15.05.2024 | 0.95% | 1.02 CHF | 1.03 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 262'645 CHF | 106'058 CHF | 98.26% | 98.26% |
14.05.2024 | 0.93% | 1.05 CHF | 1.06 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 268'258 CHF | 108'303 CHF | 99.36% | 99.36% |
13.05.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 269'115 CHF | 108'646 CHF | 98.85% | 98.85% |
10.05.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 266'942 CHF | 107'777 CHF | 99.38% | 99.38% |
08.05.2024 | 0.90% | 1.09 CHF | 1.10 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 275'902 CHF | 111'361 CHF | 99.35% | 99.35% |
07.05.2024 | 0.86% | 1.13 CHF | 1.14 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 288'888 CHF | 116'555 CHF | 97.85% | 97.85% |
06.05.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 291'410 CHF | 117'564 CHF | 99.38% | 99.38% |
03.05.2024 | 0.81% | 1.20 CHF | 1.21 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 305'872 CHF | 123'349 CHF | 99.36% | 99.36% |
02.05.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 316'999 CHF | 127'800 CHF | 98.74% | 98.74% |