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 | 2.34% | 0.42 CHF | 0.43 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 105'738 CHF | 108'238 CHF | 99.52% | 99.52% |
15.05.2024 | 2.86% | 0.39 CHF | 0.40 CHF | 250'000 | 250'000 | 243'416 | 243'416 | 91'199 CHF | 93'655 CHF | 99.47% | 99.47% |
14.05.2024 | 2.73% | 0.37 CHF | 0.38 CHF | 250'000 | 250'000 | 247'027 | 247'027 | 93'070 CHF | 95'550 CHF | 99.48% | 99.48% |
13.05.2024 | 2.52% | 0.39 CHF | 0.40 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 98'151 CHF | 100'651 CHF | 99.48% | 99.48% |
10.05.2024 | 2.73% | 0.39 CHF | 0.40 CHF | 250'000 | 250'000 | 243'160 | 243'160 | 96'458 CHF | 98'912 CHF | 98.20% | 98.20% |
08.05.2024 | 2.54% | 0.39 CHF | 0.40 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 97'374 CHF | 99'874 CHF | 99.52% | 99.52% |
07.05.2024 | 2.94% | 0.36 CHF | 0.37 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 83'915 CHF | 86'415 CHF | 99.53% | 99.53% |
06.05.2024 | 3.17% | 0.32 CHF | 0.33 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 77'559 CHF | 80'059 CHF | 99.49% | 99.49% |
03.05.2024 | 3.24% | 0.31 CHF | 0.32 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 75'868 CHF | 78'368 CHF | 99.08% | 99.08% |
02.05.2024 | 3.60% | 0.29 CHF | 0.30 CHF | 250'000 | 250'000 | 243'927 | 243'927 | 71'792 CHF | 74'251 CHF | 99.52% | 99.52% |