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 | 1.19% | 0.87 CHF | 0.88 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 208'908 CHF | 84'563 CHF | 99.17% | 99.17% |
15.05.2024 | 1.14% | 0.86 CHF | 0.87 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 217'659 CHF | 88'064 CHF | 94.70% | 94.70% |
14.05.2024 | 1.19% | 0.87 CHF | 0.88 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 209'712 CHF | 84'885 CHF | 99.17% | 99.17% |
13.05.2024 | 1.21% | 0.84 CHF | 0.85 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 205'468 CHF | 83'187 CHF | 98.69% | 98.69% |
10.05.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 198'623 CHF | 80'449 CHF | 99.17% | 99.17% |
08.05.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 198'529 CHF | 80'412 CHF | 99.17% | 99.17% |
07.05.2024 | 1.25% | 0.79 CHF | 0.80 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 199'450 CHF | 80'780 CHF | 97.18% | 97.18% |
06.05.2024 | 1.26% | 0.80 CHF | 0.81 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 197'875 CHF | 80'150 CHF | 99.17% | 99.17% |
03.05.2024 | 1.26% | 0.80 CHF | 0.81 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 196'875 CHF | 79'750 CHF | 99.16% | 99.16% |
02.05.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 215'848 CHF | 87'339 CHF | 99.12% | 99.12% |