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 | 1.61% | 0.63 CHF | 0.64 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 154'183 CHF | 156'683 CHF | 88.41% | 88.41% |
16.05.2024 | 1.76% | 0.56 CHF | 0.57 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 140'953 CHF | 143'453 CHF | 98.59% | 98.59% |
15.05.2024 | 2.03% | 0.53 CHF | 0.54 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 121'762 CHF | 124'262 CHF | 94.32% | 94.32% |
14.05.2024 | 2.29% | 0.45 CHF | 0.46 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 107'774 CHF | 110'274 CHF | 98.98% | 98.98% |
13.05.2024 | 2.29% | 0.43 CHF | 0.44 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 107'755 CHF | 110'255 CHF | 95.49% | 95.49% |
10.05.2024 | 2.47% | 0.41 CHF | 0.42 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 100'046 CHF | 102'546 CHF | 97.14% | 97.14% |
08.05.2024 | 3.15% | 0.32 CHF | 0.33 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 78'152 CHF | 80'652 CHF | 99.32% | 99.32% |
07.05.2024 | 3.77% | 0.29 CHF | 0.30 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 65'130 CHF | 67'630 CHF | 84.47% | 84.47% |
06.05.2024 | 4.63% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'015 | 250'000 | 52'845 CHF | 55'342 CHF | 92.67% | 92.67% |
03.05.2024 | 5.25% | 0.18 CHF | 0.19 CHF | 280'000 | 250'000 | 272'926 | 250'000 | 50'635 CHF | 48'949 CHF | 93.27% | 93.27% |