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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.05.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 447'948 CHF | 151'316 CHF | 99.37% | 99.37% |
24.05.2024 | 1.39% | 0.75 CHF | 0.76 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 430'136 CHF | 145'379 CHF | 99.34% | 99.34% |
23.05.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 438'667 CHF | 148'222 CHF | 99.35% | 99.35% |
22.05.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 414'442 CHF | 140'147 CHF | 99.36% | 99.36% |
21.05.2024 | 1.43% | 0.69 CHF | 0.70 CHF | 600'000 | 200'000 | 607'822 | 202'607 | 422'330 CHF | 142'803 CHF | 99.24% | 99.24% |
17.05.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 600'000 | 200'000 | 600'271 | 200'090 | 422'983 CHF | 142'995 CHF | 99.36% | 99.36% |
16.05.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 447'893 CHF | 151'298 CHF | 98.47% | 98.47% |
15.05.2024 | 1.42% | 0.74 CHF | 0.75 CHF | 600'000 | 200'000 | 638'620 | 212'873 | 447'480 CHF | 151'289 CHF | 98.33% | 98.33% |
14.05.2024 | 1.61% | 0.66 CHF | 0.67 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 462'556 CHF | 156'685 CHF | 99.36% | 99.36% |
13.05.2024 | 1.56% | 0.61 CHF | 0.62 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 476'182 CHF | 161'227 CHF | 98.93% | 98.93% |