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 | 0.98% | 1.06 CHF | 1.07 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 253'309 CHF | 102'323 CHF | 99.17% | 99.17% |
15.05.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 255'902 CHF | 103'361 CHF | 94.70% | 94.70% |
14.05.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 250'823 CHF | 101'329 CHF | 99.17% | 99.17% |
13.05.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 250'005 CHF | 101'002 CHF | 98.69% | 98.69% |
10.05.2024 | 1.02% | 1.01 CHF | 1.02 CHF | 250'000 | 100'000 | 249'993 | 99'993 | 244'190 CHF | 98'672 CHF | 99.17% | 99.17% |
08.05.2024 | 1.17% | 0.89 CHF | 0.90 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 213'437 CHF | 86'375 CHF | 99.17% | 99.17% |
07.05.2024 | 1.13% | 0.84 CHF | 0.85 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 219'454 CHF | 88'782 CHF | 97.18% | 97.18% |
06.05.2024 | 1.26% | 0.82 CHF | 0.83 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 196'783 CHF | 79'713 CHF | 99.17% | 99.17% |
03.05.2024 | 1.30% | 0.75 CHF | 0.76 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 190'651 CHF | 77'260 CHF | 99.17% | 99.17% |
02.05.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 187'170 CHF | 75'868 CHF | 99.12% | 99.12% |