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 | 1.78% | 0.53 CHF | 0.54 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 138'940 CHF | 56'576 CHF | 99.37% | 99.37% |
15.05.2024 | 1.83% | 0.55 CHF | 0.56 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 135'336 CHF | 55'134 CHF | 99.10% | 99.10% |
14.05.2024 | 2.10% | 0.50 CHF | 0.51 CHF | 250'000 | 100'000 | 249'998 | 100'000 | 118'031 CHF | 48'213 CHF | 99.37% | 99.37% |
13.05.2024 | 2.42% | 0.42 CHF | 0.43 CHF | 250'000 | 100'000 | 249'908 | 100'000 | 102'274 CHF | 41'925 CHF | 98.56% | 98.56% |
10.05.2024 | 2.29% | 0.42 CHF | 0.43 CHF | 250'000 | 100'000 | 250'000 | 99'970 | 107'903 CHF | 44'149 CHF | 99.37% | 99.37% |
08.05.2024 | 2.62% | 0.38 CHF | 0.39 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 94'246 CHF | 38'698 CHF | 99.37% | 99.37% |
07.05.2024 | 2.49% | 0.40 CHF | 0.41 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 99'233 CHF | 40'693 CHF | 99.37% | 99.37% |
06.05.2024 | 2.63% | 0.38 CHF | 0.39 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 93'785 CHF | 38'514 CHF | 99.36% | 99.36% |
03.05.2024 | 2.63% | 0.37 CHF | 0.38 CHF | 250'000 | 100'000 | 249'989 | 99'938 | 94'021 CHF | 38'587 CHF | 99.21% | 99.21% |
02.05.2024 | 3.07% | 0.31 CHF | 0.32 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 80'180 CHF | 33'072 CHF | 99.37% | 99.37% |