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 | 1.14% | 0.84 CHF | 0.85 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 524'400 CHF | 176'800 CHF | 97.67% | 97.67% |
28.05.2024 | 1.14% | 0.92 CHF | 0.93 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 524'087 CHF | 176'696 CHF | 98.99% | 98.99% |
27.05.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 528'418 CHF | 178'139 CHF | 98.64% | 98.64% |
24.05.2024 | 1.28% | 0.83 CHF | 0.84 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 464'532 CHF | 156'844 CHF | 97.78% | 97.78% |
23.05.2024 | 1.12% | 0.78 CHF | 0.79 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 533'384 CHF | 179'794 CHF | 93.79% | 93.79% |
22.05.2024 | 1.20% | 0.87 CHF | 0.88 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 498'192 CHF | 168'064 CHF | 98.98% | 98.98% |
21.05.2024 | 1.20% | 0.80 CHF | 0.81 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 495'438 CHF | 167'146 CHF | 95.97% | 95.97% |
17.05.2024 | 1.20% | 0.85 CHF | 0.86 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 496'000 CHF | 167'333 CHF | 96.31% | 96.31% |
16.05.2024 | 1.30% | 0.84 CHF | 0.85 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 457'179 CHF | 154'393 CHF | 96.87% | 96.87% |
15.05.2024 | 1.55% | 0.70 CHF | 0.71 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 385'533 CHF | 130'511 CHF | 99.01% | 99.01% |