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 | 2.12% | 0.46 CHF | 0.47 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 116'793 CHF | 119'293 CHF | 98.59% | 98.59% |
15.05.2024 | 2.43% | 0.43 CHF | 0.44 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 101'746 CHF | 104'246 CHF | 94.03% | 94.03% |
14.05.2024 | 2.70% | 0.38 CHF | 0.39 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 91'482 CHF | 93'982 CHF | 98.98% | 98.98% |
13.05.2024 | 2.71% | 0.37 CHF | 0.38 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 90'995 CHF | 93'495 CHF | 95.49% | 95.49% |
10.05.2024 | 2.91% | 0.35 CHF | 0.36 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 84'656 CHF | 87'156 CHF | 97.14% | 97.14% |
08.05.2024 | 3.62% | 0.28 CHF | 0.29 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 67'770 CHF | 70'270 CHF | 99.32% | 99.32% |
07.05.2024 | 4.24% | 0.25 CHF | 0.26 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 57'740 CHF | 60'240 CHF | 84.49% | 84.49% |
06.05.2024 | 5.01% | 0.19 CHF | 0.20 CHF | 270'000 | 250'000 | 261'160 | 250'000 | 50'800 CHF | 51'197 CHF | 92.67% | 92.67% |
03.05.2024 | 5.44% | 0.18 CHF | 0.19 CHF | 280'000 | 250'000 | 283'042 | 250'000 | 50'624 CHF | 47'258 CHF | 93.41% | 93.41% |
02.05.2024 | 5.54% | 0.16 CHF | 0.17 CHF | 320'000 | 250'000 | 288'818 | 250'000 | 50'693 CHF | 46'481 CHF | 93.08% | 93.08% |