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 | 1.46% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 306'883 CHF | 103'794 CHF | 94.47% | 94.47% |
22.05.2024 | 1.61% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 277'703 CHF | 94'068 CHF | 97.41% | 97.41% |
21.05.2024 | 1.63% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 273'178 CHF | 92'559 CHF | 95.31% | 95.31% |
17.05.2024 | 1.55% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 288'082 CHF | 97'527 CHF | 96.06% | 96.06% |
16.05.2024 | 1.71% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 261'452 CHF | 88'651 CHF | 99.28% | 99.28% |
15.05.2024 | 1.71% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 260'759 CHF | 88'420 CHF | 97.68% | 97.68% |
14.05.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 265'404 CHF | 89'968 CHF | 96.06% | 96.06% |
13.05.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 273'919 CHF | 92'807 CHF | 94.90% | 94.90% |
10.05.2024 | 1.77% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 252'214 CHF | 85'571 CHF | 99.59% | 99.59% |
08.05.2024 | 1.91% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 232'956 CHF | 79'152 CHF | 99.25% | 99.25% |