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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 1.87% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 238'181 CHF | 80'894 CHF | 98.89% | 98.89% |
23.05.2024 | 1.70% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 262'431 CHF | 88'977 CHF | 95.84% | 95.84% |
22.05.2024 | 1.66% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 268'709 CHF | 91'070 CHF | 99.49% | 99.49% |
21.05.2024 | 1.68% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 265'192 CHF | 89'897 CHF | 96.77% | 96.77% |
17.05.2024 | 1.87% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 239'113 CHF | 81'204 CHF | 99.28% | 99.28% |
16.05.2024 | 1.97% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 225'958 CHF | 76'819 CHF | 98.83% | 98.83% |
15.05.2024 | 2.14% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 208'447 CHF | 70'982 CHF | 99.50% | 99.50% |
14.05.2024 | 2.27% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 195'628 CHF | 66'709 CHF | 99.14% | 99.14% |
13.05.2024 | 2.70% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'290 | 150'097 | 164'558 CHF | 56'354 CHF | 98.90% | 98.90% |
10.05.2024 | 2.27% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 196'242 CHF | 66'914 CHF | 99.21% | 99.21% |