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 | 2.77% | 0.35 CHF | 0.36 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 89'007 CHF | 36'603 CHF | 99.17% | 99.17% |
15.05.2024 | 2.71% | 0.36 CHF | 0.37 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 90'965 CHF | 37'386 CHF | 94.71% | 94.71% |
14.05.2024 | 2.80% | 0.35 CHF | 0.36 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 88'173 CHF | 36'269 CHF | 99.17% | 99.17% |
13.05.2024 | 2.87% | 0.34 CHF | 0.35 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 85'959 CHF | 35'384 CHF | 98.69% | 98.69% |
10.05.2024 | 2.83% | 0.34 CHF | 0.35 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 87'220 CHF | 35'888 CHF | 99.17% | 99.17% |
08.05.2024 | 2.92% | 0.33 CHF | 0.34 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 84'516 CHF | 34'806 CHF | 99.17% | 99.17% |
07.05.2024 | 2.99% | 0.33 CHF | 0.34 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 82'348 CHF | 33'939 CHF | 97.19% | 97.19% |
06.05.2024 | 3.07% | 0.33 CHF | 0.34 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 80'216 CHF | 33'086 CHF | 99.17% | 99.17% |
03.05.2024 | 2.94% | 0.32 CHF | 0.33 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 83'791 CHF | 34'516 CHF | 99.17% | 99.17% |
02.05.2024 | 3.15% | 0.32 CHF | 0.33 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 78'141 CHF | 32'256 CHF | 99.12% | 99.12% |