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 | 2.37% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 609'458 | 203'153 | 254'202 CHF | 86'766 CHF | 99.27% | 99.27% |
22.05.2024 | 2.48% | 0.41 CHF | 0.42 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 298'395 CHF | 101'965 CHF | 99.37% | 99.37% |
21.05.2024 | 2.43% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 688'234 | 229'411 | 279'100 CHF | 95'328 CHF | 99.26% | 99.26% |
17.05.2024 | 2.64% | 0.39 CHF | 0.40 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 280'211 CHF | 95'904 CHF | 99.14% | 99.14% |
16.05.2024 | 2.48% | 0.39 CHF | 0.40 CHF | 750'000 | 250'000 | 745'228 | 248'409 | 297'316 CHF | 101'589 CHF | 99.37% | 99.37% |
15.05.2024 | 2.32% | 0.41 CHF | 0.42 CHF | 750'000 | 250'000 | 635'387 | 211'796 | 270'336 CHF | 92'230 CHF | 99.15% | 99.15% |
14.05.2024 | 2.41% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 731'206 | 243'735 | 299'188 CHF | 102'167 CHF | 99.36% | 99.36% |
13.05.2024 | 2.51% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 727'940 | 242'647 | 286'401 CHF | 97'893 CHF | 98.85% | 98.85% |
10.05.2024 | 2.83% | 0.34 CHF | 0.35 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 261'725 CHF | 89'742 CHF | 99.37% | 99.37% |
08.05.2024 | 3.21% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 229'932 CHF | 79'144 CHF | 99.38% | 99.38% |