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 | 1.87% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 238'665 CHF | 81'055 CHF | 99.37% | 99.37% |
22.05.2024 | 2.12% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 210'320 CHF | 71'607 CHF | 99.36% | 99.36% |
21.05.2024 | 2.03% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 219'863 CHF | 74'788 CHF | 99.24% | 99.24% |
17.05.2024 | 2.13% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 209'555 CHF | 71'352 CHF | 99.36% | 99.36% |
16.05.2024 | 2.05% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 217'269 CHF | 73'923 CHF | 98.48% | 98.48% |
15.05.2024 | 2.12% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 210'201 CHF | 71'567 CHF | 98.33% | 98.33% |
14.05.2024 | 2.10% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 211'777 CHF | 72'092 CHF | 99.36% | 99.36% |
13.05.2024 | 2.32% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 192'012 CHF | 65'504 CHF | 98.93% | 98.93% |
10.05.2024 | 2.35% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 189'458 CHF | 64'653 CHF | 99.38% | 99.38% |
08.05.2024 | 2.59% | 0.39 CHF | 0.40 CHF | 600'000 | 200'000 | 559'035 | 186'345 | 213'036 CHF | 72'875 CHF | 99.35% | 99.35% |