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 | 1.90% | 0.51 CHF | 0.52 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 391'023 CHF | 132'841 CHF | 99.37% | 99.37% |
28.05.2024 | 1.74% | 0.54 CHF | 0.55 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 428'351 CHF | 145'284 CHF | 99.37% | 99.37% |
27.05.2024 | 1.68% | 0.60 CHF | 0.61 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 441'756 CHF | 149'752 CHF | 99.36% | 99.36% |
24.05.2024 | 1.70% | 0.59 CHF | 0.60 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 438'620 CHF | 148'707 CHF | 99.35% | 99.35% |
23.05.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 460'353 CHF | 155'951 CHF | 99.35% | 99.35% |
22.05.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 453'272 CHF | 153'591 CHF | 99.36% | 99.36% |
21.05.2024 | 1.88% | 0.54 CHF | 0.55 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 394'928 CHF | 134'143 CHF | 99.24% | 99.24% |
17.05.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 380'645 CHF | 129'382 CHF | 99.37% | 99.37% |
16.05.2024 | 1.81% | 0.54 CHF | 0.55 CHF | 750'000 | 250'000 | 750'000 | 249'989 | 411'084 CHF | 139'522 CHF | 98.49% | 98.49% |
15.05.2024 | 1.88% | 0.54 CHF | 0.55 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 396'245 CHF | 134'582 CHF | 98.31% | 98.31% |