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 | 1.03% | 0.90 CHF | 0.91 CHF | 250'000 | 100'000 | 249'994 | 100'000 | 242'157 CHF | 97'865 CHF | 99.38% | 99.38% |
15.05.2024 | 1.08% | 1.00 CHF | 1.01 CHF | 250'000 | 100'000 | 249'994 | 100'000 | 231'075 CHF | 93'433 CHF | 98.27% | 98.27% |
14.05.2024 | 1.20% | 0.88 CHF | 0.89 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 207'690 CHF | 84'076 CHF | 99.37% | 99.37% |
13.05.2024 | 1.10% | 0.87 CHF | 0.88 CHF | 250'000 | 100'000 | 250'000 | 99'992 | 226'872 CHF | 91'741 CHF | 98.54% | 98.54% |
10.05.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 253'507 CHF | 102'403 CHF | 99.38% | 99.38% |
08.05.2024 | 1.15% | 0.84 CHF | 0.85 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 215'688 CHF | 87'275 CHF | 99.35% | 99.35% |
07.05.2024 | 1.27% | 0.81 CHF | 0.82 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 195'092 CHF | 79'037 CHF | 97.85% | 97.85% |
06.05.2024 | 1.33% | 0.79 CHF | 0.80 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 187'379 CHF | 75'951 CHF | 99.38% | 99.38% |
03.05.2024 | 1.48% | 0.71 CHF | 0.72 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 168'127 CHF | 68'251 CHF | 99.35% | 99.35% |
02.05.2024 | 1.60% | 0.63 CHF | 0.64 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 155'315 CHF | 63'126 CHF | 98.75% | 98.75% |