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 | 2.25% | 0.67 CHF | 0.68 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 329'653 CHF | 16'858 CHF | 99.27% | 99.27% |
15.05.2024 | 2.35% | 0.64 CHF | 0.65 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 315'276 CHF | 16'139 CHF | 99.12% | 99.12% |
14.05.2024 | 2.34% | 0.64 CHF | 0.65 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 316'972 CHF | 16'224 CHF | 99.27% | 99.27% |
13.05.2024 | 2.34% | 0.65 CHF | 0.66 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 317'360 CHF | 16'243 CHF | 98.75% | 98.75% |
10.05.2024 | 2.23% | 0.65 CHF | 0.66 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 331'987 CHF | 16'974 CHF | 99.27% | 99.27% |
08.05.2024 | 2.22% | 0.67 CHF | 0.69 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 334'540 CHF | 17'102 CHF | 99.27% | 99.27% |
07.05.2024 | 2.25% | 0.67 CHF | 0.69 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 330'013 CHF | 16'876 CHF | 99.27% | 99.27% |
06.05.2024 | 2.24% | 0.63 CHF | 0.65 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 330'706 CHF | 16'910 CHF | 99.27% | 99.27% |
03.05.2024 | 2.26% | 0.66 CHF | 0.68 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 328'710 CHF | 16'811 CHF | 99.11% | 99.11% |
02.05.2024 | 2.28% | 0.64 CHF | 0.66 CHF | 500'000 | 25'000 | 500'000 | 25'000 | 325'856 CHF | 16'668 CHF | 99.24% | 99.24% |