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 | 1.50% | 0.66 CHF | 0.67 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 165'447 CHF | 167'947 CHF | 97.76% | 97.76% |
15.05.2024 | 1.57% | 0.66 CHF | 0.67 CHF | 250'000 | 250'000 | 248'013 | 248'013 | 156'773 CHF | 159'253 CHF | 98.90% | 98.90% |
14.05.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 161'558 CHF | 164'058 CHF | 99.32% | 99.32% |
13.05.2024 | 1.53% | 0.64 CHF | 0.65 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 161'839 CHF | 164'339 CHF | 99.81% | 99.81% |
10.05.2024 | 1.56% | 0.65 CHF | 0.66 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 159'016 CHF | 161'516 CHF | 100.00% | 100.00% |
08.05.2024 | 1.68% | 0.61 CHF | 0.62 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 147'204 CHF | 149'704 CHF | 100.00% | 100.00% |
07.05.2024 | 1.84% | 0.55 CHF | 0.56 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 134'590 CHF | 137'090 CHF | 96.44% | 96.44% |
06.05.2024 | 1.76% | 0.53 CHF | 0.54 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 140'645 CHF | 143'145 CHF | 100.00% | 100.00% |
03.05.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 138'500 CHF | 141'000 CHF | 97.94% | 97.94% |
02.05.2024 | 1.81% | 0.54 CHF | 0.55 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 136'832 CHF | 139'332 CHF | 99.41% | 99.41% |