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 | 3.37% | 0.29 CHF | 0.30 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 72'963 CHF | 30'185 CHF | 99.17% | 99.17% |
15.05.2024 | 3.54% | 0.28 CHF | 0.29 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 69'339 CHF | 28'735 CHF | 94.71% | 94.71% |
14.05.2024 | 3.31% | 0.28 CHF | 0.29 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 74'386 CHF | 30'754 CHF | 99.17% | 99.17% |
13.05.2024 | 3.29% | 0.30 CHF | 0.31 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 74'685 CHF | 30'874 CHF | 98.69% | 98.69% |
10.05.2024 | 3.37% | 0.29 CHF | 0.30 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 72'978 CHF | 30'191 CHF | 99.17% | 99.17% |
08.05.2024 | 3.27% | 0.31 CHF | 0.32 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 75'358 CHF | 31'143 CHF | 99.17% | 99.17% |
07.05.2024 | 3.13% | 0.30 CHF | 0.31 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 78'613 CHF | 32'445 CHF | 97.18% | 97.18% |
06.05.2024 | 2.89% | 0.34 CHF | 0.35 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 85'376 CHF | 35'150 CHF | 99.17% | 99.17% |
03.05.2024 | 2.88% | 0.34 CHF | 0.35 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 85'690 CHF | 35'276 CHF | 99.17% | 99.17% |
02.05.2024 | 2.75% | 0.36 CHF | 0.37 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 89'762 CHF | 36'905 CHF | 99.12% | 99.12% |