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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 2.53% | 0.38 CHF | 0.39 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 97'600 CHF | 40'040 CHF | 94.71% | 94.71% |
14.05.2024 | 2.35% | 0.41 CHF | 0.42 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 105'167 CHF | 43'067 CHF | 99.17% | 99.17% |
13.05.2024 | 2.39% | 0.41 CHF | 0.42 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 103'381 CHF | 42'352 CHF | 98.69% | 98.69% |
10.05.2024 | 2.57% | 0.40 CHF | 0.41 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 96'186 CHF | 39'474 CHF | 99.17% | 99.17% |
08.05.2024 | 2.52% | 0.41 CHF | 0.42 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 98'418 CHF | 40'367 CHF | 99.17% | 99.17% |
07.05.2024 | 2.50% | 0.37 CHF | 0.38 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 98'949 CHF | 40'580 CHF | 97.19% | 97.19% |
06.05.2024 | 2.18% | 0.45 CHF | 0.46 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 113'231 CHF | 46'292 CHF | 99.17% | 99.17% |
03.05.2024 | 2.08% | 0.48 CHF | 0.49 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 119'162 CHF | 48'665 CHF | 99.16% | 99.16% |
02.05.2024 | 2.10% | 0.48 CHF | 0.49 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 117'912 CHF | 48'165 CHF | 99.12% | 99.12% |
30.04.2024 | 2.07% | 0.46 CHF | 0.47 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 119'532 CHF | 48'813 CHF | 99.17% | 99.17% |