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 | 1.38% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 322'993 CHF | 109'164 CHF | 97.37% | 97.37% |
28.05.2024 | 1.29% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 346'109 CHF | 116'870 CHF | 99.35% | 99.35% |
27.05.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 351'000 CHF | 118'500 CHF | 98.66% | 98.66% |
24.05.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 348'159 CHF | 117'553 CHF | 97.94% | 97.94% |
23.05.2024 | 1.28% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 349'700 CHF | 118'067 CHF | 95.85% | 95.85% |
22.05.2024 | 1.23% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 363'721 CHF | 122'740 CHF | 99.17% | 99.17% |
21.05.2024 | 1.21% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 369'255 CHF | 124'585 CHF | 89.05% | 89.05% |
17.05.2024 | 1.15% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 388'514 CHF | 131'005 CHF | 96.82% | 96.82% |
16.05.2024 | 1.19% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 377'352 CHF | 127'284 CHF | 95.73% | 95.73% |
15.05.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 372'408 CHF | 125'636 CHF | 87.81% | 87.81% |