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 | 1.56% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 286'866 CHF | 97'122 CHF | 94.48% | 94.48% |
22.05.2024 | 1.69% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 263'869 CHF | 89'456 CHF | 97.45% | 97.45% |
21.05.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 260'607 CHF | 88'369 CHF | 95.32% | 95.32% |
17.05.2024 | 1.64% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 272'202 CHF | 92'234 CHF | 96.02% | 96.02% |
16.05.2024 | 1.77% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 252'073 CHF | 85'524 CHF | 99.32% | 99.32% |
15.05.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 246'604 CHF | 83'701 CHF | 98.31% | 98.31% |
14.05.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 251'093 CHF | 85'198 CHF | 96.08% | 96.08% |
13.05.2024 | 1.73% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 258'389 CHF | 87'630 CHF | 94.55% | 94.55% |
10.05.2024 | 1.84% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 242'757 CHF | 82'419 CHF | 99.58% | 99.58% |
08.05.2024 | 1.95% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 228'205 CHF | 77'568 CHF | 99.27% | 99.27% |