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 | 2.10% | 0.47 CHF | 0.48 CHF | 250'000 | 250'000 | 252'650 | 252'650 | 119'112 CHF | 121'638 CHF | 99.55% | 99.55% |
15.05.2024 | 1.93% | 0.50 CHF | 0.51 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 128'082 CHF | 130'582 CHF | 99.50% | 99.50% |
14.05.2024 | 1.94% | 0.52 CHF | 0.53 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 153'463 CHF | 156'463 CHF | 99.43% | 99.49% |
13.05.2024 | 1.99% | 0.50 CHF | 0.51 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 124'489 CHF | 126'989 CHF | 99.51% | 99.51% |
10.05.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 148'696 CHF | 151'696 CHF | 99.55% | 99.55% |
08.05.2024 | 1.98% | 0.50 CHF | 0.51 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 125'332 CHF | 127'832 CHF | 99.53% | 99.53% |
07.05.2024 | 1.82% | 0.52 CHF | 0.53 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 136'534 CHF | 139'034 CHF | 99.56% | 99.56% |
06.05.2024 | 1.74% | 0.56 CHF | 0.57 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 142'506 CHF | 145'006 CHF | 99.51% | 99.51% |
03.05.2024 | 1.71% | 0.57 CHF | 0.58 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 130'442 CHF | 132'692 CHF | 99.53% | 99.53% |
02.05.2024 | 1.67% | 0.60 CHF | 0.61 CHF | 225'000 | 225'000 | 208'789 | 208'789 | 124'171 CHF | 126'259 CHF | 99.49% | 99.49% |