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 | 2.62% | 0.38 CHF | 0.39 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 94'068 CHF | 96'568 CHF | 98.91% | 98.91% |
16.05.2024 | 2.71% | 0.37 CHF | 0.38 CHF | 300'000 | 300'000 | 299'117 | 299'117 | 108'814 CHF | 111'805 CHF | 99.52% | 99.52% |
15.05.2024 | 2.80% | 0.36 CHF | 0.37 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 105'597 CHF | 108'597 CHF | 99.48% | 99.53% |
14.05.2024 | 2.68% | 0.36 CHF | 0.37 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 110'600 CHF | 113'600 CHF | 99.55% | 99.55% |
13.05.2024 | 2.63% | 0.37 CHF | 0.38 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 93'898 CHF | 96'398 CHF | 99.52% | 99.52% |
10.05.2024 | 2.71% | 0.38 CHF | 0.39 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 109'131 CHF | 112'131 CHF | 99.58% | 99.58% |
08.05.2024 | 2.82% | 0.36 CHF | 0.37 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 104'841 CHF | 107'841 CHF | 99.56% | 99.56% |
07.05.2024 | 2.83% | 0.34 CHF | 0.35 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 104'453 CHF | 107'453 CHF | 99.55% | 99.55% |
06.05.2024 | 2.74% | 0.36 CHF | 0.37 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 108'016 CHF | 111'016 CHF | 99.57% | 99.57% |
03.05.2024 | 2.63% | 0.37 CHF | 0.38 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 93'826 CHF | 96'326 CHF | 99.56% | 99.56% |