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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 220'921 CHF | 223'421 CHF | 100.00% | 100.00% |
23.05.2024 | 0.93% | 0.91 CHF | 0.92 CHF | 250'000 | 250'000 | 248'762 | 248'762 | 269'793 CHF | 272'293 CHF | 99.94% | 99.94% |
22.05.2024 | 0.65% | 1.37 CHF | 1.38 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 384'882 CHF | 387'382 CHF | 100.00% | 100.00% |
21.05.2024 | 0.61% | 1.73 CHF | 1.74 CHF | 250'000 | 250'000 | 249'701 | 249'701 | 410'213 CHF | 412'713 CHF | 99.99% | 99.99% |
17.05.2024 | 0.72% | 1.53 CHF | 1.54 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 344'971 CHF | 347'471 CHF | 100.00% | 100.00% |
16.05.2024 | 0.77% | 1.26 CHF | 1.27 CHF | 250'000 | 250'000 | 249'791 | 249'791 | 325'416 CHF | 327'916 CHF | 100.00% | 100.00% |
15.05.2024 | 0.85% | 1.29 CHF | 1.30 CHF | 250'000 | 250'000 | 249'479 | 249'479 | 292'268 CHF | 294'768 CHF | 99.82% | 99.82% |
14.05.2024 | 1.02% | 1.03 CHF | 1.04 CHF | 250'000 | 250'000 | 249'949 | 249'949 | 245'397 CHF | 247'897 CHF | 99.89% | 99.89% |
13.05.2024 | 1.02% | 0.91 CHF | 0.92 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 243'556 CHF | 246'056 CHF | 99.45% | 99.45% |
10.05.2024 | 0.82% | 1.15 CHF | 1.16 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 304'231 CHF | 306'730 CHF | 100.00% | 100.00% |