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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 263'217 CHF | 265'717 CHF | 99.44% | 99.44% |
22.05.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 250'000 | 250'000 | 250'003 | 250'003 | 257'218 CHF | 259'718 CHF | 96.83% | 96.83% |
21.05.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 269'170 CHF | 271'670 CHF | 99.65% | 99.65% |
17.05.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 272'190 CHF | 274'690 CHF | 99.35% | 99.35% |
16.05.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 255'816 CHF | 258'316 CHF | 99.26% | 99.26% |
15.05.2024 | 1.09% | 0.97 CHF | 0.98 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 228'062 CHF | 230'562 CHF | 98.55% | 98.55% |
14.05.2024 | 1.21% | 0.86 CHF | 0.87 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 205'622 CHF | 208'122 CHF | 99.40% | 99.40% |
13.05.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 205'721 CHF | 208'221 CHF | 98.92% | 98.92% |
10.05.2024 | 1.27% | 0.80 CHF | 0.81 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 194'927 CHF | 197'427 CHF | 100.00% | 100.00% |
08.05.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 157'324 CHF | 159'824 CHF | 99.67% | 99.67% |