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 | 1.58% | 0.64 CHF | 0.65 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 157'191 CHF | 159'691 CHF | 99.26% | 99.26% |
15.05.2024 | 1.34% | 0.68 CHF | 0.69 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 185'371 CHF | 187'871 CHF | 98.86% | 98.86% |
14.05.2024 | 1.19% | 0.79 CHF | 0.80 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 208'521 CHF | 211'021 CHF | 99.40% | 99.40% |
13.05.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 208'990 CHF | 211'490 CHF | 98.92% | 98.92% |
10.05.2024 | 1.12% | 0.87 CHF | 0.88 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 221'631 CHF | 224'131 CHF | 100.00% | 100.00% |
08.05.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 260'636 CHF | 263'136 CHF | 99.67% | 99.67% |
07.05.2024 | 0.86% | 1.09 CHF | 1.10 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 288'189 CHF | 290'689 CHF | 96.81% | 96.81% |
06.05.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 319'333 CHF | 321'833 CHF | 99.85% | 99.85% |
03.05.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 340'646 CHF | 343'146 CHF | 96.68% | 96.68% |
02.05.2024 | 0.72% | 1.43 CHF | 1.44 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 345'525 CHF | 348'025 CHF | 98.15% | 98.15% |