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 | 1.98% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 224'788 CHF | 76'429 CHF | 99.36% | 99.36% |
22.05.2024 | 2.08% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 214'026 CHF | 72'842 CHF | 99.36% | 99.36% |
21.05.2024 | 1.96% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 227'933 CHF | 77'478 CHF | 99.24% | 99.24% |
17.05.2024 | 1.99% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 224'314 CHF | 76'271 CHF | 99.37% | 99.37% |
16.05.2024 | 2.03% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 219'241 CHF | 74'580 CHF | 98.49% | 98.49% |
15.05.2024 | 2.10% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 211'627 CHF | 72'042 CHF | 98.31% | 98.31% |
14.05.2024 | 2.09% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 212'650 CHF | 72'383 CHF | 99.35% | 99.35% |
13.05.2024 | 2.19% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 203'685 CHF | 69'395 CHF | 98.93% | 98.93% |
10.05.2024 | 2.15% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 207'471 CHF | 70'657 CHF | 99.38% | 99.38% |
08.05.2024 | 2.28% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 194'787 CHF | 66'429 CHF | 99.36% | 99.36% |