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 | 4.05% | 0.23 CHF | 0.24 CHF | 900'000 | 300'000 | 864'707 | 288'236 | 208'967 CHF | 72'538 CHF | 98.35% | 98.35% |
28.05.2024 | 3.64% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 202'390 CHF | 69'963 CHF | 99.10% | 99.10% |
27.05.2024 | 3.90% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 755'156 | 251'719 | 189'808 CHF | 65'786 CHF | 97.36% | 97.36% |
24.05.2024 | 3.83% | 0.26 CHF | 0.27 CHF | 750'000 | 250'000 | 792'298 | 264'099 | 202'492 CHF | 70'138 CHF | 98.67% | 98.67% |
23.05.2024 | 3.92% | 0.24 CHF | 0.25 CHF | 900'000 | 300'000 | 783'467 | 261'156 | 195'834 CHF | 67'890 CHF | 95.27% | 95.27% |
22.05.2024 | 3.71% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 198'239 CHF | 68'580 CHF | 97.87% | 97.87% |
21.05.2024 | 3.38% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 218'042 CHF | 75'181 CHF | 96.38% | 96.38% |
17.05.2024 | 2.99% | 0.33 CHF | 0.34 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 247'197 CHF | 84'899 CHF | 97.22% | 97.22% |
16.05.2024 | 2.94% | 0.33 CHF | 0.34 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 251'093 CHF | 86'198 CHF | 98.69% | 98.69% |
15.05.2024 | 3.19% | 0.32 CHF | 0.33 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 231'191 CHF | 79'564 CHF | 98.28% | 98.28% |