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 | 2.53% | 0.37 CHF | 0.38 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 351'775 CHF | 120'258 CHF | 94.48% | 94.48% |
22.05.2024 | 2.50% | 0.41 CHF | 0.42 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 356'159 CHF | 121'720 CHF | 98.47% | 98.47% |
21.05.2024 | 2.44% | 0.41 CHF | 0.42 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 363'818 CHF | 124'273 CHF | 95.31% | 95.31% |
17.05.2024 | 2.24% | 0.43 CHF | 0.44 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 396'647 CHF | 135'216 CHF | 97.80% | 97.80% |
16.05.2024 | 2.18% | 0.43 CHF | 0.44 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 408'873 CHF | 139'291 CHF | 98.94% | 98.94% |
15.05.2024 | 2.11% | 0.48 CHF | 0.49 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 423'175 CHF | 144'058 CHF | 98.75% | 98.75% |
14.05.2024 | 1.89% | 0.48 CHF | 0.49 CHF | 900'000 | 300'000 | 896'487 | 298'841 | 470'400 CHF | 159'795 CHF | 98.46% | 98.46% |
13.05.2024 | 1.96% | 0.52 CHF | 0.53 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 455'835 CHF | 154'945 CHF | 94.82% | 94.82% |
10.05.2024 | 2.02% | 0.48 CHF | 0.49 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 440'424 CHF | 149'808 CHF | 99.04% | 99.04% |
08.05.2024 | 2.18% | 0.45 CHF | 0.46 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 407'844 CHF | 138'948 CHF | 98.33% | 98.33% |