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 | 0.98% | 0.88 CHF | 0.90 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 260'610 CHF | 263'145 CHF | 100.00% | 100.00% |
16.05.2024 | 1.41% | 1.16 CHF | 1.17 CHF | 250'000 | 250'000 | 210'585 | 210'585 | 231'613 CHF | 234'014 CHF | 99.00% | 99.00% |
15.05.2024 | 1.60% | 1.11 CHF | 1.15 CHF | 50'000 | 50'000 | 183'553 | 183'553 | 229'595 CHF | 231'929 CHF | 97.64% | 97.64% |
14.05.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 250'000 | 250'000 | 247'383 | 247'383 | 357'231 CHF | 359'725 CHF | 97.86% | 97.86% |
13.05.2024 | 0.72% | 1.52 CHF | 1.53 CHF | 250'000 | 250'000 | 246'253 | 246'253 | 357'951 CHF | 360'441 CHF | 99.83% | 99.83% |
10.05.2024 | 0.81% | 1.30 CHF | 1.31 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 307'471 CHF | 309'971 CHF | 98.59% | 98.59% |
08.05.2024 | 0.57% | 1.73 CHF | 1.74 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 435'421 CHF | 437'921 CHF | 100.00% | 100.00% |
07.05.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 425'568 CHF | 428'068 CHF | 99.90% | 99.90% |
06.05.2024 | 0.78% | 1.64 CHF | 1.65 CHF | 250'000 | 250'000 | 230'381 | 230'381 | 382'373 CHF | 384'824 CHF | 100.00% | 100.00% |
03.05.2024 | 0.81% | 1.90 CHF | 1.91 CHF | 250'000 | 250'000 | 215'262 | 215'262 | 399'738 CHF | 402'152 CHF | 97.09% | 97.09% |