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 | 1.31% | 0.79 CHF | 0.80 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 189'413 CHF | 191'913 CHF | 82.35% | 82.35% |
15.05.2024 | 1.40% | 0.74 CHF | 0.75 CHF | 250'000 | 250'000 | 244'802 | 244'802 | 187'468 CHF | 189'955 CHF | 97.11% | 97.11% |
14.05.2024 | 1.21% | 0.80 CHF | 0.81 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 205'451 CHF | 207'951 CHF | 95.48% | 95.48% |
13.05.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 208'251 CHF | 210'751 CHF | 92.15% | 92.15% |
10.05.2024 | 1.27% | 0.80 CHF | 0.81 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 196'081 CHF | 198'581 CHF | 48.12% | 48.12% |
08.05.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 228'701 CHF | 231'201 CHF | 83.09% | 83.09% |
07.05.2024 | 1.00% | 0.93 CHF | 0.94 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 248'891 CHF | 251'391 CHF | 89.31% | 89.31% |
06.05.2024 | 0.89% | 1.09 CHF | 1.10 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 279'140 CHF | 281'640 CHF | 93.03% | 93.03% |
03.05.2024 | 0.85% | 1.20 CHF | 1.24 CHF | 50'000 | 50'000 | 246'684 | 246'684 | 305'117 CHF | 307'609 CHF | 62.74% | 62.74% |
02.05.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 320'810 CHF | 323'310 CHF | 84.59% | 84.59% |