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 | 1.47% | 0.64 CHF | 0.65 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 404'686 CHF | 136'895 CHF | 99.27% | 99.27% |
22.05.2024 | 1.49% | 0.68 CHF | 0.69 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 400'060 CHF | 135'353 CHF | 99.37% | 99.37% |
21.05.2024 | 1.61% | 0.63 CHF | 0.64 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 370'245 CHF | 125'415 CHF | 99.27% | 99.27% |
17.05.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 382'459 CHF | 129'486 CHF | 99.15% | 99.15% |
16.05.2024 | 1.55% | 0.62 CHF | 0.63 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 383'807 CHF | 129'936 CHF | 99.37% | 99.37% |
15.05.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 377'440 CHF | 127'813 CHF | 99.15% | 99.15% |
14.05.2024 | 1.74% | 0.59 CHF | 0.60 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 342'044 CHF | 116'015 CHF | 99.36% | 99.36% |
13.05.2024 | 1.91% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 311'247 CHF | 105'749 CHF | 98.85% | 98.85% |
10.05.2024 | 1.84% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 323'189 CHF | 109'730 CHF | 99.37% | 99.37% |
08.05.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 750'000 | 250'000 | 724'376 | 241'459 | 357'966 CHF | 121'737 CHF | 99.37% | 99.37% |