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 | 2.21% | 0.40 CHF | 0.41 CHF | 250'000 | 250'000 | 249'819 | 249'819 | 112'686 CHF | 115'186 CHF | 100.00% | 100.00% |
15.05.2024 | 1.91% | 0.53 CHF | 0.54 CHF | 250'000 | 250'000 | 249'478 | 249'478 | 129'700 CHF | 132'200 CHF | 99.79% | 99.79% |
14.05.2024 | 1.85% | 0.50 CHF | 0.51 CHF | 250'000 | 250'000 | 249'953 | 249'953 | 134'275 CHF | 136'775 CHF | 100.00% | 100.00% |
13.05.2024 | 1.66% | 0.56 CHF | 0.57 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 149'280 CHF | 151'780 CHF | 100.00% | 100.00% |
10.05.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 144'035 CHF | 146'535 CHF | 99.61% | 99.61% |
08.05.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 250'000 | 250'000 | 249'940 | 249'940 | 160'664 CHF | 163'164 CHF | 99.29% | 99.29% |
07.05.2024 | 1.46% | 0.66 CHF | 0.67 CHF | 250'000 | 250'000 | 249'832 | 249'832 | 170'540 CHF | 173'040 CHF | 100.00% | 100.00% |
06.05.2024 | 1.44% | 0.65 CHF | 0.66 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 172'801 CHF | 175'301 CHF | 100.00% | 100.00% |
03.05.2024 | 1.22% | 0.76 CHF | 0.77 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 203'563 CHF | 206'063 CHF | 100.00% | 100.00% |
02.05.2024 | 1.13% | 0.84 CHF | 0.85 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 219'177 CHF | 221'677 CHF | 100.00% | 100.00% |