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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 1.98% | 0.54 CHF | 0.55 CHF | 250'000 | 250'000 | 249'963 | 249'963 | 125'186 CHF | 127'686 CHF | 100.00% | 100.00% |
13.05.2024 | 2.25% | 0.48 CHF | 0.49 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 110'070 CHF | 112'570 CHF | 100.00% | 100.00% |
10.05.2024 | 2.09% | 0.46 CHF | 0.47 CHF | 250'000 | 250'000 | 250'000 | 248'924 | 118'581 CHF | 120'564 CHF | 99.61% | 99.61% |
08.05.2024 | 2.39% | 0.41 CHF | 0.42 CHF | 250'000 | 250'000 | 249'941 | 249'941 | 103'415 CHF | 105'915 CHF | 99.29% | 99.29% |
07.05.2024 | 2.66% | 0.39 CHF | 0.40 CHF | 250'000 | 250'000 | 249'836 | 249'836 | 92'918 CHF | 95'418 CHF | 100.00% | 100.00% |
06.05.2024 | 2.75% | 0.41 CHF | 0.42 CHF | 250'000 | 250'000 | 249'913 | 250'000 | 90'236 CHF | 92'770 CHF | 100.00% | 100.00% |
03.05.2024 | 4.13% | 0.30 CHF | 0.31 CHF | 250'000 | 250'000 | 249'987 | 250'000 | 59'429 CHF | 61'932 CHF | 100.00% | 100.00% |
02.05.2024 | 5.33% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 250'000 | 249'322 | 45'863 CHF | 48'238 CHF | 100.00% | 100.00% |
30.04.2024 | 3.83% | 0.24 CHF | 0.25 CHF | 250'000 | 250'000 | 249'777 | 249'849 | 64'231 CHF | 66'751 CHF | 100.00% | 100.00% |
29.04.2024 | 6.41% | 0.19 CHF | 0.20 CHF | 250'000 | 250'000 | 249'938 | 249'959 | 38'113 CHF | 40'616 CHF | 100.00% | 100.00% |