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 | 1.13% | 0.74 CHF | 0.75 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 221'190 CHF | 223'691 CHF | 100.00% | 100.00% |
16.05.2024 | 1.05% | 1.00 CHF | 1.01 CHF | 250'000 | 250'000 | 249'791 | 249'791 | 237'068 CHF | 239'568 CHF | 100.00% | 100.00% |
15.05.2024 | 0.92% | 0.97 CHF | 0.98 CHF | 250'000 | 250'000 | 249'483 | 249'483 | 271'821 CHF | 274'321 CHF | 99.82% | 99.82% |
14.05.2024 | 0.77% | 1.24 CHF | 1.25 CHF | 250'000 | 250'000 | 249'950 | 249'950 | 322'478 CHF | 324'978 CHF | 99.85% | 99.85% |
13.05.2024 | 0.77% | 1.36 CHF | 1.37 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 324'908 CHF | 327'408 CHF | 99.45% | 99.45% |
10.05.2024 | 0.93% | 1.14 CHF | 1.15 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 267'731 CHF | 270'231 CHF | 100.00% | 100.00% |
08.05.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 250'000 | 250'000 | 249'943 | 249'943 | 396'493 CHF | 398'993 CHF | 99.29% | 99.29% |
07.05.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 250'000 | 250'000 | 249'835 | 249'835 | 386'649 CHF | 389'149 CHF | 100.00% | 100.00% |
06.05.2024 | 0.66% | 1.48 CHF | 1.49 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 375'393 CHF | 377'893 CHF | 100.00% | 100.00% |
03.05.2024 | 0.58% | 1.75 CHF | 1.76 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 426'972 CHF | 429'472 CHF | 98.18% | 98.18% |