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 | 0.83% | 1.05 CHF | 1.06 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 300'919 CHF | 303'419 CHF | 100.00% | 100.00% |
16.05.2024 | 0.79% | 1.32 CHF | 1.33 CHF | 250'000 | 250'000 | 249'780 | 249'780 | 316'839 CHF | 319'339 CHF | 100.00% | 100.00% |
15.05.2024 | 0.71% | 1.29 CHF | 1.30 CHF | 250'000 | 250'000 | 249'458 | 249'458 | 351'670 CHF | 354'170 CHF | 99.83% | 99.83% |
14.05.2024 | 0.62% | 1.56 CHF | 1.57 CHF | 250'000 | 250'000 | 249'948 | 249'948 | 402'722 CHF | 405'222 CHF | 99.89% | 99.89% |
13.05.2024 | 0.62% | 1.69 CHF | 1.70 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 405'071 CHF | 407'571 CHF | 99.45% | 99.45% |
10.05.2024 | 0.72% | 1.46 CHF | 1.47 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 347'940 CHF | 350'440 CHF | 100.00% | 100.00% |
08.05.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 250'000 | 250'000 | 249'943 | 249'943 | 476'829 CHF | 479'329 CHF | 99.29% | 99.29% |
07.05.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 250'000 | 250'000 | 249'844 | 249'844 | 466'810 CHF | 469'310 CHF | 100.00% | 100.00% |
06.05.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 250'000 | 250'000 | 249'999 | 250'000 | 455'410 CHF | 457'912 CHF | 100.00% | 100.00% |
03.05.2024 | 0.49% | 2.07 CHF | 2.08 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 507'062 CHF | 509'562 CHF | 98.16% | 98.16% |