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 | 3.89% | 0.28 CHF | 0.29 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 227'406 CHF | 78'802 CHF | 99.57% | 99.57% |
28.05.2024 | 4.53% | 0.24 CHF | 0.25 CHF | 900'000 | 300'000 | 973'524 | 373'524 | 210'408 CHF | 84'159 CHF | 95.44% | 95.44% |
27.05.2024 | 4.66% | 0.21 CHF | 0.22 CHF | 1'000'000 | 400'000 | 996'814 | 396'814 | 208'893 CHF | 87'124 CHF | 98.92% | 98.92% |
24.05.2024 | 4.46% | 0.22 CHF | 0.23 CHF | 900'000 | 300'000 | 909'570 | 309'570 | 199'474 CHF | 70'927 CHF | 99.57% | 99.57% |
23.05.2024 | 5.40% | 0.22 CHF | 0.23 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 181'308 CHF | 76'523 CHF | 96.10% | 96.10% |
22.05.2024 | 4.55% | 0.17 CHF | 0.18 CHF | 1'000'000 | 400'000 | 916'216 | 316'216 | 196'816 CHF | 70'840 CHF | 99.56% | 99.56% |
21.05.2024 | 4.44% | 0.23 CHF | 0.24 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 198'170 CHF | 69'057 CHF | 96.38% | 96.38% |
17.05.2024 | 4.79% | 0.22 CHF | 0.23 CHF | 900'000 | 300'000 | 985'129 | 385'129 | 200'905 CHF | 82'250 CHF | 99.60% | 99.60% |
16.05.2024 | 4.72% | 0.21 CHF | 0.22 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 207'167 CHF | 86'867 CHF | 96.07% | 96.07% |
15.05.2024 | 4.28% | 0.22 CHF | 0.23 CHF | 900'000 | 300'000 | 902'652 | 302'652 | 206'453 CHF | 72'233 CHF | 99.14% | 99.14% |