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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 2.17% | 0.44 CHF | 0.45 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 228'136 CHF | 233'136 CHF | 97.97% | 97.97% |
22.05.2024 | 2.21% | 0.44 CHF | 0.45 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 223'468 CHF | 228'468 CHF | 90.59% | 90.59% |
21.05.2024 | 3.60% | 0.48 CHF | 0.49 CHF | 250'000 | 250'000 | 186'217 | 186'217 | 89'261 CHF | 92'084 CHF | 100.00% | 100.00% |
17.05.2024 | 2.02% | 0.49 CHF | 0.50 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 244'884 CHF | 249'884 CHF | 100.00% | 100.00% |
16.05.2024 | 2.57% | 0.48 CHF | 0.49 CHF | 500'000 | 500'000 | 458'899 | 458'899 | 218'902 CHF | 224'108 CHF | 93.63% | 93.63% |
15.05.2024 | 2.48% | 0.41 CHF | 0.42 CHF | 500'000 | 500'000 | 494'889 | 494'889 | 197'371 CHF | 202'320 CHF | 98.94% | 98.94% |
14.05.2024 | 3.00% | 0.38 CHF | 0.39 CHF | 500'000 | 500'000 | 481'928 | 481'928 | 177'211 CHF | 182'330 CHF | 99.45% | 99.45% |
13.05.2024 | 2.48% | 0.41 CHF | 0.42 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 199'320 CHF | 204'320 CHF | 100.00% | 100.00% |
10.05.2024 | 2.52% | 0.39 CHF | 0.40 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 195'827 CHF | 200'827 CHF | 100.00% | 100.00% |
08.05.2024 | 2.73% | 0.36 CHF | 0.37 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 180'370 CHF | 185'370 CHF | 100.00% | 100.00% |