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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 5.74% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 152'295 CHF | 53'765 CHF | 97.50% | 97.50% |
23.05.2024 | 5.44% | 0.17 CHF | 0.18 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 134'286 CHF | 47'262 CHF | 93.80% | 93.80% |
22.05.2024 | 5.44% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 134'190 CHF | 47'230 CHF | 98.33% | 98.33% |
21.05.2024 | 4.68% | 0.22 CHF | 0.23 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 156'416 CHF | 54'639 CHF | 93.18% | 93.18% |
17.05.2024 | 3.89% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 699'036 | 233'012 | 176'176 CHF | 61'055 CHF | 97.32% | 97.32% |
16.05.2024 | 3.56% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 165'905 CHF | 57'302 CHF | 98.56% | 98.56% |
15.05.2024 | 2.98% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 149'333 CHF | 51'278 CHF | 93.19% | 93.19% |
14.05.2024 | 2.72% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 162'982 CHF | 55'827 CHF | 91.11% | 91.11% |
13.05.2024 | 3.27% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 474'905 | 158'302 | 142'664 CHF | 49'138 CHF | 85.86% | 85.86% |
10.05.2024 | 3.60% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 163'819 CHF | 56'606 CHF | 86.89% | 86.89% |