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 | 0.66% | 1.37 CHF | 1.38 CHF | 250'000 | 250'000 | 248'757 | 248'757 | 382'660 CHF | 385'160 CHF | 99.99% | 99.99% |
22.05.2024 | 0.50% | 1.83 CHF | 1.84 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 498'248 CHF | 500'748 CHF | 100.00% | 100.00% |
21.05.2024 | 0.48% | 2.19 CHF | 2.20 CHF | 250'000 | 250'000 | 249'708 | 249'708 | 522'939 CHF | 525'439 CHF | 99.99% | 99.99% |
17.05.2024 | 0.55% | 1.98 CHF | 1.99 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 457'565 CHF | 460'065 CHF | 100.00% | 100.00% |
16.05.2024 | 0.57% | 1.71 CHF | 1.72 CHF | 250'000 | 250'000 | 249'789 | 249'789 | 437'254 CHF | 439'754 CHF | 100.00% | 100.00% |
15.05.2024 | 0.62% | 1.74 CHF | 1.75 CHF | 250'000 | 250'000 | 249'465 | 249'465 | 404'078 CHF | 406'578 CHF | 99.82% | 99.82% |
14.05.2024 | 0.70% | 1.48 CHF | 1.49 CHF | 250'000 | 250'000 | 249'950 | 249'950 | 357'701 CHF | 360'201 CHF | 99.87% | 99.87% |
13.05.2024 | 0.70% | 1.36 CHF | 1.37 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 355'724 CHF | 358'224 CHF | 99.45% | 99.45% |
10.05.2024 | 0.60% | 1.60 CHF | 1.61 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 416'424 CHF | 418'924 CHF | 99.99% | 99.99% |
08.05.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 250'000 | 250'000 | 249'943 | 249'943 | 291'086 CHF | 293'586 CHF | 99.29% | 99.29% |