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 | 3.89% | 0.25 CHF | 0.26 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 126'092 CHF | 26'218 CHF | 99.27% | 99.27% |
15.05.2024 | 3.29% | 0.30 CHF | 0.31 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 149'371 CHF | 30'874 CHF | 99.07% | 99.07% |
14.05.2024 | 2.99% | 0.30 CHF | 0.31 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 165'097 CHF | 34'019 CHF | 99.27% | 99.27% |
13.05.2024 | 2.88% | 0.33 CHF | 0.34 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 170'944 CHF | 35'189 CHF | 98.47% | 98.47% |
10.05.2024 | 2.78% | 0.35 CHF | 0.36 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 177'650 CHF | 36'530 CHF | 99.27% | 99.27% |
08.05.2024 | 2.53% | 0.38 CHF | 0.39 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 195'604 CHF | 40'121 CHF | 99.27% | 99.27% |
07.05.2024 | 2.32% | 0.42 CHF | 0.43 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 213'337 CHF | 43'668 CHF | 99.27% | 99.27% |
06.05.2024 | 2.27% | 0.45 CHF | 0.46 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 217'862 CHF | 44'572 CHF | 99.27% | 99.27% |
03.05.2024 | 2.08% | 0.46 CHF | 0.47 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 238'645 CHF | 48'729 CHF | 99.17% | 99.17% |
02.05.2024 | 1.99% | 0.52 CHF | 0.53 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 249'415 CHF | 50'883 CHF | 99.27% | 99.27% |