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 | 2.69% | 0.40 CHF | 0.41 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 91'889 CHF | 37'755 CHF | 99.17% | 99.17% |
15.05.2024 | 2.46% | 0.39 CHF | 0.40 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 100'545 CHF | 41'218 CHF | 94.70% | 94.70% |
14.05.2024 | 2.67% | 0.40 CHF | 0.41 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 92'658 CHF | 38'063 CHF | 99.16% | 99.16% |
13.05.2024 | 2.79% | 0.38 CHF | 0.39 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 88'539 CHF | 36'416 CHF | 98.69% | 98.69% |
10.05.2024 | 3.02% | 0.34 CHF | 0.35 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 81'690 CHF | 33'676 CHF | 99.17% | 99.17% |
08.05.2024 | 3.02% | 0.33 CHF | 0.34 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 81'541 CHF | 33'616 CHF | 99.17% | 99.17% |
07.05.2024 | 2.99% | 0.32 CHF | 0.33 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 82'525 CHF | 34'010 CHF | 97.18% | 97.18% |
06.05.2024 | 3.05% | 0.33 CHF | 0.34 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 80'651 CHF | 33'260 CHF | 99.17% | 99.17% |
03.05.2024 | 3.09% | 0.33 CHF | 0.34 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 79'807 CHF | 32'923 CHF | 99.15% | 99.15% |
02.05.2024 | 2.50% | 0.40 CHF | 0.41 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 98'704 CHF | 40'482 CHF | 99.12% | 99.12% |