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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 2.45% | 0.41 CHF | 0.42 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 100'768 CHF | 41'307 CHF | 99.17% | 99.17% |
16.05.2024 | 2.40% | 0.41 CHF | 0.42 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 102'742 CHF | 42'097 CHF | 99.17% | 99.17% |
15.05.2024 | 2.35% | 0.42 CHF | 0.43 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 105'056 CHF | 43'022 CHF | 94.71% | 94.71% |
14.05.2024 | 2.41% | 0.40 CHF | 0.41 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 102'518 CHF | 42'007 CHF | 99.17% | 99.17% |
13.05.2024 | 2.48% | 0.40 CHF | 0.41 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 99'688 CHF | 40'875 CHF | 98.69% | 98.69% |
10.05.2024 | 2.43% | 0.40 CHF | 0.41 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 101'669 CHF | 41'668 CHF | 99.17% | 99.17% |
08.05.2024 | 2.51% | 0.39 CHF | 0.40 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 98'268 CHF | 40'307 CHF | 99.17% | 99.17% |
07.05.2024 | 2.56% | 0.38 CHF | 0.39 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 96'336 CHF | 39'535 CHF | 97.19% | 97.19% |
06.05.2024 | 2.61% | 0.39 CHF | 0.40 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 94'609 CHF | 38'844 CHF | 99.17% | 99.17% |
03.05.2024 | 2.51% | 0.38 CHF | 0.39 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 98'343 CHF | 40'337 CHF | 99.17% | 99.17% |