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 | 1.68% | 0.59 CHF | 0.60 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 147'796 CHF | 150'296 CHF | 98.74% | 98.74% |
15.05.2024 | 2.01% | 0.56 CHF | 0.57 CHF | 250'000 | 250'000 | 243'416 | 243'416 | 130'607 CHF | 133'064 CHF | 99.47% | 99.47% |
14.05.2024 | 1.92% | 0.53 CHF | 0.54 CHF | 250'000 | 250'000 | 247'027 | 247'027 | 132'967 CHF | 135'447 CHF | 99.48% | 99.48% |
13.05.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 139'584 CHF | 142'084 CHF | 99.48% | 99.48% |
10.05.2024 | 1.94% | 0.55 CHF | 0.56 CHF | 250'000 | 250'000 | 243'160 | 243'160 | 136'065 CHF | 138'520 CHF | 98.20% | 98.20% |
08.05.2024 | 1.80% | 0.55 CHF | 0.56 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 137'947 CHF | 140'447 CHF | 99.52% | 99.52% |
07.05.2024 | 2.02% | 0.52 CHF | 0.53 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 122'738 CHF | 125'238 CHF | 99.53% | 99.53% |
06.05.2024 | 2.15% | 0.47 CHF | 0.48 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 115'022 CHF | 117'522 CHF | 99.49% | 99.49% |
03.05.2024 | 2.20% | 0.46 CHF | 0.47 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 112'609 CHF | 115'109 CHF | 99.28% | 99.28% |
02.05.2024 | 2.44% | 0.44 CHF | 0.45 CHF | 250'000 | 250'000 | 243'923 | 243'923 | 106'696 CHF | 109'155 CHF | 99.45% | 99.45% |