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 | 1.28% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 350'206 CHF | 118'235 CHF | 99.27% | 99.27% |
23.05.2024 | 1.24% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 360'049 CHF | 121'516 CHF | 95.17% | 95.17% |
22.05.2024 | 1.17% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 381'317 CHF | 128'606 CHF | 99.58% | 99.58% |
21.05.2024 | 1.23% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 363'039 CHF | 122'513 CHF | 96.32% | 96.32% |
17.05.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 365'345 CHF | 123'282 CHF | 98.93% | 98.93% |
16.05.2024 | 1.23% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 363'425 CHF | 122'642 CHF | 99.02% | 99.02% |
15.05.2024 | 1.23% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 363'369 CHF | 122'623 CHF | 98.42% | 98.42% |
14.05.2024 | 1.29% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 347'026 CHF | 117'175 CHF | 99.33% | 99.33% |
13.05.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 373'445 CHF | 125'982 CHF | 98.57% | 98.57% |
10.05.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 374'550 CHF | 126'350 CHF | 97.09% | 97.09% |