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 | 1.22% | 0.82 CHF | 0.83 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 204'132 CHF | 82'653 CHF | 99.17% | 99.17% |
15.05.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 200'053 CHF | 81'021 CHF | 94.71% | 94.71% |
14.05.2024 | 1.21% | 0.81 CHF | 0.82 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 205'436 CHF | 83'175 CHF | 99.17% | 99.17% |
13.05.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 205'625 CHF | 83'250 CHF | 98.69% | 98.69% |
10.05.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 203'627 CHF | 82'451 CHF | 99.17% | 99.17% |
08.05.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 206'304 CHF | 83'522 CHF | 99.17% | 99.17% |
07.05.2024 | 1.19% | 0.82 CHF | 0.83 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 209'574 CHF | 84'830 CHF | 97.18% | 97.18% |
06.05.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 216'326 CHF | 87'530 CHF | 99.17% | 99.17% |
03.05.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 216'512 CHF | 87'605 CHF | 99.16% | 99.16% |
02.05.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 220'833 CHF | 89'333 CHF | 99.12% | 99.12% |