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 | 1.81% | 0.56 CHF | 0.57 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 136'851 CHF | 139'351 CHF | 99.84% | 99.84% |
15.05.2024 | 1.89% | 0.52 CHF | 0.53 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 131'286 CHF | 133'786 CHF | 100.00% | 100.00% |
14.05.2024 | 2.08% | 0.51 CHF | 0.52 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 118'802 CHF | 121'302 CHF | 99.02% | 99.02% |
13.05.2024 | 2.02% | 0.49 CHF | 0.50 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 122'732 CHF | 125'232 CHF | 100.00% | 100.00% |
10.05.2024 | 2.02% | 0.49 CHF | 0.50 CHF | 250'000 | 250'000 | 250'459 | 250'461 | 123'005 CHF | 125'510 CHF | 100.00% | 100.00% |
08.05.2024 | 2.20% | 0.44 CHF | 0.45 CHF | 275'000 | 275'000 | 275'000 | 275'000 | 123'675 CHF | 126'425 CHF | 100.00% | 100.00% |
07.05.2024 | 2.21% | 0.45 CHF | 0.46 CHF | 275'000 | 275'000 | 275'000 | 275'000 | 123'272 CHF | 126'022 CHF | 99.80% | 99.80% |
06.05.2024 | 2.39% | 0.41 CHF | 0.42 CHF | 275'000 | 275'000 | 275'000 | 275'000 | 113'626 CHF | 116'376 CHF | 99.78% | 99.78% |
03.05.2024 | 2.70% | 0.37 CHF | 0.38 CHF | 275'000 | 275'000 | 275'000 | 275'000 | 100'553 CHF | 103'303 CHF | 100.00% | 100.00% |
02.05.2024 | 2.84% | 0.33 CHF | 0.34 CHF | 275'000 | 275'000 | 275'000 | 275'000 | 95'481 CHF | 98'231 CHF | 100.00% | 100.00% |