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 | 1.31% | 0.81 CHF | 0.82 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 190'485 CHF | 77'194 CHF | 99.17% | 99.17% |
15.05.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 193'402 CHF | 78'361 CHF | 94.70% | 94.70% |
14.05.2024 | 1.32% | 0.74 CHF | 0.75 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 187'820 CHF | 76'128 CHF | 99.17% | 99.17% |
13.05.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 187'505 CHF | 76'002 CHF | 98.69% | 98.69% |
10.05.2024 | 1.37% | 0.76 CHF | 0.77 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 181'697 CHF | 73'679 CHF | 99.17% | 99.17% |
08.05.2024 | 1.64% | 0.64 CHF | 0.65 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 150'937 CHF | 61'375 CHF | 99.17% | 99.17% |
07.05.2024 | 1.58% | 0.59 CHF | 0.60 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 156'954 CHF | 63'782 CHF | 97.18% | 97.18% |
06.05.2024 | 1.85% | 0.57 CHF | 0.58 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 134'283 CHF | 54'713 CHF | 99.17% | 99.17% |
03.05.2024 | 1.93% | 0.50 CHF | 0.51 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 128'151 CHF | 52'260 CHF | 99.17% | 99.17% |
02.05.2024 | 1.99% | 0.50 CHF | 0.51 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 124'670 CHF | 50'868 CHF | 99.12% | 99.12% |