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 | 0.87% | 1.10 CHF | 1.11 CHF | 250'000 | 250'000 | 249'817 | 249'817 | 286'625 CHF | 289'125 CHF | 100.00% | 100.00% |
15.05.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 250'000 | 250'000 | 249'484 | 249'484 | 303'633 CHF | 306'133 CHF | 100.00% | 100.00% |
14.05.2024 | 0.81% | 1.20 CHF | 1.21 CHF | 250'000 | 250'000 | 249'954 | 249'954 | 309'110 CHF | 311'610 CHF | 100.00% | 100.00% |
13.05.2024 | 0.77% | 1.26 CHF | 1.27 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 323'987 CHF | 326'487 CHF | 100.00% | 100.00% |
10.05.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 319'061 CHF | 321'561 CHF | 100.00% | 100.00% |
08.05.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 250'000 | 250'000 | 249'939 | 249'939 | 336'013 CHF | 338'513 CHF | 99.29% | 99.29% |
07.05.2024 | 0.72% | 1.36 CHF | 1.37 CHF | 250'000 | 250'000 | 249'831 | 249'831 | 345'493 CHF | 347'993 CHF | 100.00% | 100.00% |
06.05.2024 | 0.72% | 1.34 CHF | 1.35 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 347'302 CHF | 349'802 CHF | 100.00% | 100.00% |
03.05.2024 | 0.66% | 1.45 CHF | 1.46 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 378'764 CHF | 381'264 CHF | 100.00% | 100.00% |
02.05.2024 | 0.63% | 1.55 CHF | 1.56 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 395'067 CHF | 397'567 CHF | 99.99% | 99.99% |