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 | 1.23% | 1.61 CHF | 1.63 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 403'191 CHF | 408'191 CHF | 98.59% | 98.59% |
15.05.2024 | 1.31% | 1.56 CHF | 1.58 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 379'135 CHF | 384'135 CHF | 94.34% | 94.34% |
14.05.2024 | 0.69% | 1.47 CHF | 1.48 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 360'080 CHF | 362'580 CHF | 98.98% | 98.98% |
13.05.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 359'820 CHF | 362'320 CHF | 95.49% | 95.49% |
10.05.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 348'987 CHF | 351'487 CHF | 97.14% | 97.14% |
08.05.2024 | 0.79% | 1.28 CHF | 1.29 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 316'128 CHF | 318'628 CHF | 99.32% | 99.32% |
07.05.2024 | 0.85% | 1.22 CHF | 1.23 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 293'657 CHF | 296'157 CHF | 84.49% | 84.49% |
06.05.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 268'639 CHF | 271'139 CHF | 92.67% | 92.67% |
03.05.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 254'019 CHF | 256'519 CHF | 93.39% | 93.39% |
02.05.2024 | 0.99% | 0.97 CHF | 0.98 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 251'758 CHF | 254'258 CHF | 92.68% | 92.68% |