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 | 5.40% | 0.19 CHF | 0.20 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 45'174 CHF | 19'070 CHF | 99.38% | 99.38% |
15.05.2024 | 4.43% | 0.21 CHF | 0.22 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 56'178 CHF | 23'471 CHF | 98.26% | 98.26% |
14.05.2024 | 4.60% | 0.24 CHF | 0.25 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 54'696 CHF | 22'878 CHF | 99.37% | 99.37% |
13.05.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 161'970 CHF | 65'788 CHF | 98.86% | 98.86% |
10.05.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 175'641 CHF | 71'257 CHF | 99.38% | 99.38% |
08.05.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 179'713 CHF | 72'885 CHF | 99.34% | 99.34% |
07.05.2024 | 1.29% | 0.71 CHF | 0.72 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 192'530 CHF | 78'012 CHF | 97.85% | 97.85% |
06.05.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 193'533 CHF | 78'413 CHF | 99.38% | 99.38% |
03.05.2024 | 1.21% | 0.79 CHF | 0.80 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 206'185 CHF | 83'474 CHF | 99.36% | 99.36% |
02.05.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 209'845 CHF | 84'938 CHF | 98.74% | 98.74% |