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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 1.92% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 232'679 CHF | 79'060 CHF | 99.36% | 99.36% |
23.05.2024 | 1.91% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 234'020 CHF | 79'507 CHF | 99.38% | 99.38% |
22.05.2024 | 1.93% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 231'245 CHF | 78'582 CHF | 99.36% | 99.36% |
21.05.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 228'832 CHF | 77'778 CHF | 99.25% | 99.25% |
17.05.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 228'453 CHF | 77'651 CHF | 99.36% | 99.36% |
16.05.2024 | 1.80% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 247'999 CHF | 84'166 CHF | 98.47% | 98.47% |
15.05.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 239'554 CHF | 81'351 CHF | 98.33% | 98.33% |
14.05.2024 | 1.84% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 241'817 CHF | 82'106 CHF | 99.36% | 99.36% |
13.05.2024 | 1.82% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 245'742 CHF | 83'414 CHF | 98.94% | 98.94% |
10.05.2024 | 1.80% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 247'832 CHF | 84'111 CHF | 99.36% | 99.36% |