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 | 0.54% | 1.92 CHF | 1.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 554'560 CHF | 185'853 CHF | 99.56% | 99.56% |
23.05.2024 | 0.50% | 1.85 CHF | 1.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 597'293 CHF | 200'098 CHF | 95.52% | 95.52% |
22.05.2024 | 0.53% | 1.99 CHF | 2.00 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 566'787 CHF | 189'929 CHF | 99.57% | 99.57% |
21.05.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 569'623 CHF | 190'874 CHF | 96.94% | 96.94% |
17.05.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 615'618 CHF | 206'206 CHF | 98.91% | 98.91% |
16.05.2024 | 0.48% | 2.11 CHF | 2.12 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 624'760 CHF | 209'253 CHF | 83.80% | 99.05% |
15.05.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 594'451 CHF | 199'150 CHF | 94.73% | 94.73% |
14.05.2024 | 0.49% | 1.94 CHF | 1.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 606'868 CHF | 203'289 CHF | 99.17% | 99.17% |
13.05.2024 | 0.47% | 1.98 CHF | 1.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 631'373 CHF | 211'458 CHF | 98.76% | 98.76% |
10.05.2024 | 0.45% | 2.12 CHF | 2.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 660'893 CHF | 221'298 CHF | 99.43% | 99.43% |