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 | 2.84% | 0.35 CHF | 0.36 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 86'864 CHF | 89'364 CHF | 94.57% | 94.57% |
15.05.2024 | 3.60% | 0.32 CHF | 0.33 CHF | 250'000 | 250'000 | 243'416 | 243'416 | 72'081 CHF | 74'537 CHF | 99.48% | 99.48% |
14.05.2024 | 3.39% | 0.29 CHF | 0.30 CHF | 250'000 | 250'000 | 247'495 | 247'495 | 74'413 CHF | 76'897 CHF | 99.26% | 99.26% |
13.05.2024 | 3.05% | 0.32 CHF | 0.33 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 80'715 CHF | 83'215 CHF | 55.61% | 55.61% |
10.05.2024 | 3.31% | 0.32 CHF | 0.33 CHF | 250'000 | 250'000 | 243'154 | 243'154 | 79'213 CHF | 81'667 CHF | 98.12% | 98.12% |
08.05.2024 | 3.09% | 0.32 CHF | 0.33 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 79'650 CHF | 82'150 CHF | 99.52% | 99.52% |
07.05.2024 | 3.83% | 0.29 CHF | 0.30 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 64'199 CHF | 66'699 CHF | 99.54% | 99.54% |
06.05.2024 | 4.32% | 0.24 CHF | 0.25 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 56'675 CHF | 59'175 CHF | 99.50% | 99.50% |
03.05.2024 | 4.48% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 54'653 CHF | 57'153 CHF | 98.88% | 98.88% |
02.05.2024 | 5.11% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 244'785 | 243'928 | 50'422 CHF | 52'719 CHF | 99.52% | 99.52% |