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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 2.56% | 0.40 CHF | 0.41 CHF | 250'000 | 250'000 | 249'528 | 249'528 | 96'848 CHF | 99'348 CHF | 100.00% | 100.00% |
14.05.2024 | 2.44% | 0.37 CHF | 0.38 CHF | 250'000 | 250'000 | 249'960 | 249'960 | 101'389 CHF | 103'889 CHF | 100.00% | 100.00% |
13.05.2024 | 2.13% | 0.43 CHF | 0.44 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 116'351 CHF | 118'851 CHF | 100.00% | 100.00% |
10.05.2024 | 2.23% | 0.45 CHF | 0.46 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 111'158 CHF | 113'658 CHF | 99.60% | 99.60% |
08.05.2024 | 1.94% | 0.52 CHF | 0.53 CHF | 250'000 | 250'000 | 249'940 | 249'940 | 127'701 CHF | 130'201 CHF | 99.29% | 99.29% |
07.05.2024 | 1.80% | 0.53 CHF | 0.54 CHF | 250'000 | 250'000 | 249'836 | 249'836 | 137'612 CHF | 140'112 CHF | 100.00% | 100.00% |
06.05.2024 | 1.77% | 0.51 CHF | 0.52 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 140'041 CHF | 142'541 CHF | 100.00% | 100.00% |
03.05.2024 | 1.45% | 0.63 CHF | 0.64 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 170'885 CHF | 173'385 CHF | 100.00% | 100.00% |
02.05.2024 | 1.34% | 0.71 CHF | 0.72 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 186'072 CHF | 188'572 CHF | 100.00% | 100.00% |
30.04.2024 | 1.49% | 0.70 CHF | 0.71 CHF | 250'000 | 250'000 | 249'856 | 249'856 | 166'725 CHF | 169'225 CHF | 100.00% | 100.00% |