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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.05.2024 | 4.12% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 107'172 CHF | 37'224 CHF | 97.97% | 97.97% |
24.05.2024 | 3.55% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 124'790 CHF | 43'097 CHF | 97.01% | 97.01% |
23.05.2024 | 3.98% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 110'917 CHF | 38'472 CHF | 95.69% | 95.69% |
22.05.2024 | 4.02% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 109'677 CHF | 38'059 CHF | 98.09% | 98.09% |
21.05.2024 | 3.69% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 120'238 CHF | 41'579 CHF | 96.38% | 96.38% |
17.05.2024 | 3.62% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 121'967 CHF | 42'156 CHF | 98.75% | 98.75% |
16.05.2024 | 3.72% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 118'671 CHF | 41'057 CHF | 98.84% | 98.84% |
15.05.2024 | 4.16% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 106'164 CHF | 36'888 CHF | 99.17% | 99.17% |
14.05.2024 | 3.84% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 115'110 CHF | 39'870 CHF | 99.37% | 99.37% |
13.05.2024 | 2.84% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 156'349 CHF | 53'616 CHF | 98.18% | 98.18% |