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 | 1.85% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 241'574 CHF | 82'025 CHF | 94.45% | 94.45% |
22.05.2024 | 2.07% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 215'174 CHF | 73'225 CHF | 97.44% | 97.44% |
21.05.2024 | 2.10% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 212'167 CHF | 72'222 CHF | 95.26% | 95.26% |
17.05.2024 | 1.97% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 225'745 CHF | 76'748 CHF | 96.05% | 96.05% |
16.05.2024 | 2.19% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 202'845 CHF | 69'115 CHF | 99.33% | 99.33% |
15.05.2024 | 2.26% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 197'237 CHF | 67'246 CHF | 98.28% | 98.28% |
14.05.2024 | 2.20% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 201'994 CHF | 68'831 CHF | 96.64% | 96.64% |
13.05.2024 | 2.12% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 209'724 CHF | 71'408 CHF | 94.90% | 94.90% |
10.05.2024 | 2.32% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 192'014 CHF | 65'505 CHF | 99.56% | 99.56% |
08.05.2024 | 2.52% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 176'075 CHF | 60'192 CHF | 99.28% | 99.28% |