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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.05.2024 | 1.99% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 224'021 CHF | 76'174 CHF | 99.37% | 99.37% |
28.05.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 221'601 CHF | 75'367 CHF | 99.38% | 99.38% |
27.05.2024 | 1.99% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 223'648 CHF | 76'049 CHF | 98.96% | 98.96% |
24.05.2024 | 2.20% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 202'925 CHF | 69'142 CHF | 99.32% | 99.32% |
23.05.2024 | 2.14% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 208'010 CHF | 70'837 CHF | 95.94% | 95.94% |
22.05.2024 | 2.22% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 200'701 CHF | 68'400 CHF | 99.36% | 99.36% |
21.05.2024 | 1.94% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 229'781 CHF | 78'094 CHF | 96.63% | 96.63% |
17.05.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 247'021 CHF | 83'840 CHF | 99.36% | 99.36% |
16.05.2024 | 1.91% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 233'844 CHF | 79'448 CHF | 99.33% | 99.33% |
15.05.2024 | 1.59% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 281'354 CHF | 95'285 CHF | 99.37% | 99.37% |