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 | 1.70% | 0.56 CHF | 0.57 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 145'713 CHF | 59'285 CHF | 99.17% | 99.17% |
15.05.2024 | 1.79% | 0.54 CHF | 0.55 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 138'288 CHF | 56'315 CHF | 94.71% | 94.71% |
14.05.2024 | 1.70% | 0.57 CHF | 0.58 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 146'265 CHF | 59'506 CHF | 99.17% | 99.17% |
13.05.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 144'146 CHF | 58'658 CHF | 98.69% | 98.69% |
10.05.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 137'150 CHF | 55'860 CHF | 99.17% | 99.17% |
08.05.2024 | 1.78% | 0.58 CHF | 0.59 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 139'173 CHF | 56'669 CHF | 99.17% | 99.17% |
07.05.2024 | 1.77% | 0.53 CHF | 0.54 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 139'767 CHF | 56'907 CHF | 97.19% | 97.19% |
06.05.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 154'005 CHF | 62'602 CHF | 99.17% | 99.17% |
03.05.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 159'742 CHF | 64'897 CHF | 99.16% | 99.16% |
02.05.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 158'677 CHF | 64'471 CHF | 99.12% | 99.12% |