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 | 2.16% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 206'360 CHF | 70'287 CHF | 97.36% | 97.36% |
28.05.2024 | 1.93% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 231'218 CHF | 78'573 CHF | 99.35% | 99.35% |
27.05.2024 | 1.90% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 234'018 CHF | 79'506 CHF | 98.66% | 98.66% |
24.05.2024 | 1.91% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 233'019 CHF | 79'173 CHF | 97.94% | 97.94% |
23.05.2024 | 1.91% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 233'497 CHF | 79'332 CHF | 95.84% | 95.84% |
22.05.2024 | 1.80% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 248'309 CHF | 84'270 CHF | 99.17% | 99.17% |
21.05.2024 | 1.75% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 254'468 CHF | 86'323 CHF | 89.05% | 89.05% |
17.05.2024 | 1.63% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 273'427 CHF | 92'642 CHF | 96.82% | 96.82% |
16.05.2024 | 1.70% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 263'229 CHF | 89'243 CHF | 95.73% | 95.73% |
15.05.2024 | 1.73% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 257'983 CHF | 87'495 CHF | 87.80% | 87.80% |