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 | 3.18% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 185'480 CHF | 63'827 CHF | 99.29% | 99.29% |
28.05.2024 | 2.72% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 218'486 CHF | 74'829 CHF | 99.39% | 99.39% |
27.05.2024 | 2.57% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 230'666 CHF | 78'889 CHF | 98.50% | 98.50% |
24.05.2024 | 2.60% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 228'024 CHF | 78'008 CHF | 98.25% | 98.25% |
23.05.2024 | 2.41% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 246'324 CHF | 84'108 CHF | 95.81% | 95.81% |
22.05.2024 | 2.41% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 245'668 CHF | 83'890 CHF | 99.43% | 99.43% |
21.05.2024 | 2.58% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 229'496 CHF | 78'499 CHF | 92.47% | 92.47% |
17.05.2024 | 2.46% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 241'277 CHF | 82'426 CHF | 99.30% | 99.30% |
16.05.2024 | 2.52% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 235'426 CHF | 80'475 CHF | 95.27% | 95.27% |
15.05.2024 | 2.37% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 250'137 CHF | 85'379 CHF | 98.35% | 98.35% |