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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 2.45% | 0.41 CHF | 0.42 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 100'745 CHF | 41'298 CHF | 99.17% | 99.17% |
16.05.2024 | 2.41% | 0.41 CHF | 0.42 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 102'359 CHF | 41'943 CHF | 99.17% | 99.17% |
15.05.2024 | 2.36% | 0.41 CHF | 0.42 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 104'733 CHF | 42'893 CHF | 94.71% | 94.71% |
14.05.2024 | 2.42% | 0.40 CHF | 0.41 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 102'151 CHF | 41'860 CHF | 99.17% | 99.17% |
13.05.2024 | 2.48% | 0.40 CHF | 0.41 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 99'422 CHF | 40'769 CHF | 98.69% | 98.69% |
10.05.2024 | 2.44% | 0.40 CHF | 0.41 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 101'073 CHF | 41'429 CHF | 99.17% | 99.17% |
08.05.2024 | 2.52% | 0.39 CHF | 0.40 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 97'902 CHF | 40'161 CHF | 99.17% | 99.17% |
07.05.2024 | 2.58% | 0.38 CHF | 0.39 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 95'661 CHF | 39'264 CHF | 97.19% | 97.19% |
06.05.2024 | 2.62% | 0.39 CHF | 0.40 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 94'159 CHF | 38'664 CHF | 99.17% | 99.17% |
03.05.2024 | 2.52% | 0.38 CHF | 0.39 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 98'071 CHF | 40'228 CHF | 99.17% | 99.17% |