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 | 3.71% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 119'514 CHF | 41'338 CHF | 95.44% | 95.44% |
22.05.2024 | 4.33% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 517'218 | 172'406 | 116'540 CHF | 40'571 CHF | 98.90% | 98.90% |
21.05.2024 | 4.12% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 453'860 | 151'287 | 107'816 CHF | 37'452 CHF | 96.11% | 96.11% |
17.05.2024 | 3.61% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 122'343 CHF | 42'281 CHF | 99.08% | 99.08% |
16.05.2024 | 3.08% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 144'299 CHF | 49'600 CHF | 99.18% | 99.18% |
15.05.2024 | 3.49% | 0.29 CHF | 0.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 126'760 CHF | 43'753 CHF | 99.16% | 99.16% |
14.05.2024 | 3.87% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 594'219 | 198'073 | 150'758 CHF | 52'233 CHF | 98.54% | 98.54% |
13.05.2024 | 3.37% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 471'346 | 157'115 | 137'410 CHF | 47'374 CHF | 99.21% | 99.21% |
10.05.2024 | 3.01% | 0.29 CHF | 0.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 147'607 CHF | 50'702 CHF | 97.03% | 97.03% |
08.05.2024 | 3.41% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 173'318 CHF | 59'773 CHF | 98.41% | 98.41% |