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 | 1.88% | 0.52 CHF | 0.53 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 396'028 CHF | 134'509 CHF | 95.22% | 95.22% |
22.05.2024 | 1.98% | 0.53 CHF | 0.54 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 376'045 CHF | 127'848 CHF | 99.36% | 99.36% |
21.05.2024 | 1.96% | 0.50 CHF | 0.51 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 378'584 CHF | 128'695 CHF | 95.81% | 95.81% |
17.05.2024 | 1.88% | 0.52 CHF | 0.53 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 395'490 CHF | 134'330 CHF | 99.07% | 99.07% |
16.05.2024 | 1.78% | 0.54 CHF | 0.55 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 417'736 CHF | 141'745 CHF | 99.33% | 99.33% |
15.05.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 400'712 CHF | 136'071 CHF | 99.19% | 99.19% |
14.05.2024 | 1.91% | 0.54 CHF | 0.55 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 388'219 CHF | 131'906 CHF | 98.60% | 98.60% |
13.05.2024 | 1.82% | 0.52 CHF | 0.53 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 408'412 CHF | 138'637 CHF | 98.52% | 98.52% |
10.05.2024 | 1.75% | 0.55 CHF | 0.56 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 424'590 CHF | 144'030 CHF | 96.51% | 96.51% |
08.05.2024 | 1.83% | 0.56 CHF | 0.57 CHF | 750'000 | 250'000 | 767'033 | 255'678 | 414'161 CHF | 140'610 CHF | 98.83% | 98.83% |