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 | 5.34% | 0.17 CHF | 0.18 CHF | 450'000 | 150'000 | 336'468 | 112'156 | 61'191 CHF | 21'519 CHF | 99.27% | 99.27% |
28.05.2024 | 4.60% | 0.20 CHF | 0.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 64'016 CHF | 22'339 CHF | 99.27% | 99.27% |
27.05.2024 | 3.99% | 0.23 CHF | 0.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 73'935 CHF | 25'645 CHF | 99.21% | 99.21% |
24.05.2024 | 3.59% | 0.25 CHF | 0.26 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 82'227 CHF | 28'409 CHF | 97.30% | 97.30% |
23.05.2024 | 2.38% | 0.42 CHF | 0.43 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 93'246 CHF | 31'832 CHF | 99.19% | 99.19% |
22.05.2024 | 2.39% | 0.41 CHF | 0.42 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 92'957 CHF | 31'736 CHF | 99.27% | 99.27% |
21.05.2024 | 2.36% | 0.44 CHF | 0.45 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 94'179 CHF | 32'143 CHF | 99.17% | 99.17% |
17.05.2024 | 2.47% | 0.40 CHF | 0.41 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 90'049 CHF | 30'766 CHF | 99.06% | 99.06% |
16.05.2024 | 2.69% | 0.37 CHF | 0.38 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 82'413 CHF | 28'221 CHF | 99.27% | 99.27% |
15.05.2024 | 2.76% | 0.37 CHF | 0.38 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 80'413 CHF | 27'554 CHF | 99.08% | 99.08% |