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 | 4.52% | 0.27 CHF | 0.28 CHF | 250'000 | 250'000 | 249'777 | 249'777 | 55'936 CHF | 58'436 CHF | 99.99% | 99.99% |
15.05.2024 | 2.87% | 0.24 CHF | 0.25 CHF | 250'000 | 250'000 | 249'468 | 249'468 | 87'307 CHF | 89'807 CHF | 99.81% | 99.81% |
14.05.2024 | 1.88% | 0.49 CHF | 0.50 CHF | 250'000 | 250'000 | 249'950 | 249'950 | 132'060 CHF | 134'560 CHF | 99.88% | 99.88% |
13.05.2024 | 1.85% | 0.60 CHF | 0.61 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 134'432 CHF | 136'932 CHF | 99.45% | 99.45% |
10.05.2024 | 3.01% | 0.39 CHF | 0.40 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 82'724 CHF | 85'224 CHF | 100.00% | 100.00% |
08.05.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 250'000 | 250'000 | 249'947 | 249'947 | 201'219 CHF | 203'719 CHF | 99.29% | 99.29% |
07.05.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 250'000 | 250'000 | 249'845 | 249'845 | 191'809 CHF | 194'309 CHF | 100.00% | 100.00% |
06.05.2024 | 1.37% | 0.70 CHF | 0.71 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 181'005 CHF | 183'505 CHF | 100.00% | 100.00% |
03.05.2024 | 1.07% | 0.97 CHF | 0.98 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 232'169 CHF | 234'669 CHF | 98.20% | 98.20% |
02.05.2024 | 1.09% | 0.90 CHF | 0.91 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 228'594 CHF | 231'094 CHF | 99.98% | 99.98% |