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 | 0.73% | 1.35 CHF | 1.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 617'974 CHF | 207'492 CHF | 67.47% | 96.13% |
22.05.2024 | - | 1.40 CHF | - CHF | 450'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.58% |
21.05.2024 | 0.73% | 1.43 CHF | 1.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 616'895 CHF | 207'132 CHF | 76.98% | 96.94% |
17.05.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 626'113 CHF | 210'204 CHF | 57.90% | 99.16% |
16.05.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 621'041 CHF | 208'514 CHF | 47.57% | 99.17% |
15.05.2024 | 0.74% | 1.37 CHF | 1.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 604'927 CHF | 203'142 CHF | 99.57% | 99.57% |
14.05.2024 | 0.77% | 1.35 CHF | 1.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 584'867 CHF | 196'456 CHF | 99.63% | 99.63% |
13.05.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 588'312 CHF | 197'604 CHF | 99.07% | 99.07% |
10.05.2024 | 0.76% | 1.30 CHF | 1.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 591'024 CHF | 198'508 CHF | 99.01% | 99.01% |
08.05.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 543'413 CHF | 182'638 CHF | 99.54% | 99.54% |