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 | 1.85% | 0.55 CHF | 0.56 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 267'738 CHF | 54'548 CHF | 99.37% | 99.37% |
23.05.2024 | 1.63% | 0.57 CHF | 0.58 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 304'249 CHF | 61'850 CHF | 99.37% | 99.37% |
22.05.2024 | 1.65% | 0.61 CHF | 0.62 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 300'102 CHF | 61'020 CHF | 99.37% | 99.37% |
21.05.2024 | 1.86% | 0.56 CHF | 0.57 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 266'993 CHF | 54'399 CHF | 99.07% | 99.07% |
17.05.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 138'184 CHF | 56'274 CHF | 99.18% | 99.18% |
16.05.2024 | 1.78% | 0.53 CHF | 0.54 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 138'940 CHF | 56'576 CHF | 99.37% | 99.37% |
15.05.2024 | 1.83% | 0.55 CHF | 0.56 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 135'336 CHF | 55'134 CHF | 99.10% | 99.10% |
14.05.2024 | 2.10% | 0.50 CHF | 0.51 CHF | 250'000 | 100'000 | 249'998 | 100'000 | 118'031 CHF | 48'213 CHF | 99.37% | 99.37% |
13.05.2024 | 2.42% | 0.42 CHF | 0.43 CHF | 250'000 | 100'000 | 249'908 | 100'000 | 102'274 CHF | 41'925 CHF | 98.56% | 98.56% |
10.05.2024 | 2.29% | 0.42 CHF | 0.43 CHF | 250'000 | 100'000 | 250'000 | 99'970 | 107'903 CHF | 44'149 CHF | 99.37% | 99.37% |