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 | 2.16% | 0.49 CHF | 0.50 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 114'575 CHF | 46'830 CHF | 99.17% | 99.17% |
15.05.2024 | 2.01% | 0.48 CHF | 0.49 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 123'163 CHF | 50'265 CHF | 94.70% | 94.70% |
14.05.2024 | 2.15% | 0.50 CHF | 0.51 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 115'308 CHF | 47'123 CHF | 99.16% | 99.16% |
13.05.2024 | 2.23% | 0.47 CHF | 0.48 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 111'139 CHF | 45'456 CHF | 98.69% | 98.69% |
10.05.2024 | 2.37% | 0.43 CHF | 0.44 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 104'500 CHF | 42'800 CHF | 99.17% | 99.17% |
08.05.2024 | 2.37% | 0.43 CHF | 0.44 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 104'078 CHF | 42'631 CHF | 99.17% | 99.17% |
07.05.2024 | 2.35% | 0.41 CHF | 0.42 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 105'226 CHF | 43'090 CHF | 97.18% | 97.18% |
06.05.2024 | 2.39% | 0.42 CHF | 0.43 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 103'350 CHF | 42'340 CHF | 99.17% | 99.17% |
03.05.2024 | 2.41% | 0.43 CHF | 0.44 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 102'535 CHF | 42'014 CHF | 99.16% | 99.16% |
02.05.2024 | 2.04% | 0.49 CHF | 0.50 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 121'429 CHF | 49'572 CHF | 99.11% | 99.11% |