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 | 2.38% | 0.39 CHF | 0.40 CHF | 750'000 | 250'000 | 760'585 | 253'528 | 315'868 CHF | 107'825 CHF | 98.00% | 98.00% |
28.05.2024 | 2.41% | 0.45 CHF | 0.46 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 307'471 CHF | 104'990 CHF | 98.23% | 98.23% |
27.05.2024 | 2.38% | 0.42 CHF | 0.43 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 311'437 CHF | 106'312 CHF | 98.65% | 98.65% |
24.05.2024 | 2.86% | 0.38 CHF | 0.39 CHF | 750'000 | 250'000 | 879'811 | 293'270 | 302'854 CHF | 103'884 CHF | 97.95% | 97.95% |
23.05.2024 | 2.31% | 0.35 CHF | 0.36 CHF | 900'000 | 300'000 | 772'445 | 257'482 | 330'565 CHF | 112'763 CHF | 93.90% | 93.90% |
22.05.2024 | 2.56% | 0.42 CHF | 0.43 CHF | 900'000 | 300'000 | 889'312 | 296'437 | 343'026 CHF | 117'306 CHF | 98.81% | 98.81% |
21.05.2024 | 2.56% | 0.37 CHF | 0.38 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 347'505 CHF | 118'835 CHF | 94.53% | 94.53% |
17.05.2024 | 2.55% | 0.41 CHF | 0.42 CHF | 900'000 | 300'000 | 894'014 | 298'005 | 347'661 CHF | 118'867 CHF | 96.39% | 96.39% |
16.05.2024 | 2.89% | 0.40 CHF | 0.41 CHF | 900'000 | 300'000 | 899'927 | 300'000 | 307'322 CHF | 105'449 CHF | 96.86% | 96.86% |
15.05.2024 | 3.69% | 0.30 CHF | 0.31 CHF | 900'000 | 300'000 | 985'625 | 385'574 | 262'414 CHF | 106'271 CHF | 98.91% | 98.91% |