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 | 3.32% | 0.30 CHF | 0.31 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 444'617 CHF | 76'603 CHF | 99.26% | 99.26% |
28.05.2024 | 3.25% | 0.29 CHF | 0.30 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 453'910 CHF | 78'152 CHF | 99.27% | 99.27% |
27.05.2024 | 3.41% | 0.31 CHF | 0.32 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 433'340 CHF | 74'723 CHF | 99.20% | 99.20% |
24.05.2024 | 3.63% | 0.30 CHF | 0.31 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 406'788 CHF | 70'298 CHF | 99.27% | 99.27% |
23.05.2024 | 3.30% | 0.28 CHF | 0.29 CHF | 1'500'000 | 250'000 | 1'500'000 | 249'988 | 447'031 CHF | 77'002 CHF | 99.19% | 99.19% |
22.05.2024 | 3.58% | 0.27 CHF | 0.28 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 411'432 CHF | 71'072 CHF | 99.27% | 99.27% |
21.05.2024 | 3.84% | 0.28 CHF | 0.29 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 384'104 CHF | 66'517 CHF | 99.17% | 99.17% |
17.05.2024 | 4.32% | 0.23 CHF | 0.24 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 340'152 CHF | 59'192 CHF | 99.07% | 99.07% |
16.05.2024 | 4.43% | 0.22 CHF | 0.23 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 331'643 CHF | 57'774 CHF | 99.27% | 99.27% |
15.05.2024 | 4.92% | 0.20 CHF | 0.21 CHF | 1'500'000 | 250'000 | 1'500'000 | 250'000 | 297'552 CHF | 52'092 CHF | 99.08% | 99.08% |