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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 3.90% | 0.25 CHF | 0.26 CHF | 900'000 | 300'000 | 888'403 | 296'134 | 223'157 CHF | 77'347 CHF | 99.24% | 99.24% |
22.05.2024 | 4.20% | 0.24 CHF | 0.25 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 210'071 CHF | 73'024 CHF | 99.27% | 99.27% |
21.05.2024 | 4.11% | 0.24 CHF | 0.25 CHF | 900'000 | 300'000 | 900'000 | 299'970 | 214'569 CHF | 74'516 CHF | 99.16% | 99.16% |
17.05.2024 | 4.82% | 0.23 CHF | 0.24 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 182'665 CHF | 63'889 CHF | 99.06% | 99.06% |
16.05.2024 | 4.73% | 0.20 CHF | 0.21 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 185'977 CHF | 64'993 CHF | 99.27% | 99.27% |
15.05.2024 | 4.36% | 0.21 CHF | 0.22 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 202'207 CHF | 70'402 CHF | 99.12% | 99.12% |
14.05.2024 | 4.51% | 0.23 CHF | 0.24 CHF | 900'000 | 300'000 | 899'827 | 300'000 | 195'065 CHF | 68'035 CHF | 99.27% | 99.27% |
13.05.2024 | 4.64% | 0.24 CHF | 0.25 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 191'077 CHF | 66'692 CHF | 98.75% | 98.75% |
10.05.2024 | 5.73% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 152'717 CHF | 53'906 CHF | 99.27% | 99.27% |
08.05.2024 | 6.08% | 0.16 CHF | 0.17 CHF | 900'000 | 300'000 | 900'000 | 299'909 | 143'768 CHF | 50'908 CHF | 99.27% | 99.27% |