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 | 1.22% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 366'922 CHF | 123'807 CHF | 99.56% | 99.56% |
28.05.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 334'181 CHF | 112'894 CHF | 99.60% | 99.60% |
27.05.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 342'162 CHF | 115'554 CHF | 97.60% | 97.60% |
24.05.2024 | 1.36% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 329'673 CHF | 111'391 CHF | 98.82% | 98.82% |
23.05.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 334'370 CHF | 112'957 CHF | 95.92% | 95.92% |
22.05.2024 | 1.33% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 337'461 CHF | 113'987 CHF | 99.56% | 99.56% |
21.05.2024 | 1.30% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 345'187 CHF | 116'562 CHF | 96.80% | 96.80% |
17.05.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 354'289 CHF | 119'596 CHF | 99.58% | 99.58% |
16.05.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 357'253 CHF | 120'584 CHF | 99.27% | 99.27% |
15.05.2024 | 1.14% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 392'816 CHF | 132'439 CHF | 99.57% | 99.57% |