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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 2.01% | 0.50 CHF | 0.51 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 369'612 CHF | 125'704 CHF | 99.37% | 99.37% |
21.05.2024 | 1.99% | 0.49 CHF | 0.50 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 373'149 CHF | 126'883 CHF | 99.24% | 99.24% |
17.05.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 381'170 CHF | 129'557 CHF | 99.36% | 99.36% |
16.05.2024 | 1.81% | 0.54 CHF | 0.55 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 411'575 CHF | 139'692 CHF | 98.47% | 98.47% |
15.05.2024 | 1.96% | 0.55 CHF | 0.56 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 380'659 CHF | 129'386 CHF | 98.33% | 98.33% |
14.05.2024 | 2.32% | 0.46 CHF | 0.47 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 320'422 CHF | 109'307 CHF | 99.36% | 99.36% |
13.05.2024 | 2.22% | 0.42 CHF | 0.43 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 334'065 CHF | 113'855 CHF | 98.93% | 98.93% |
10.05.2024 | 2.21% | 0.44 CHF | 0.45 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 336'392 CHF | 114'631 CHF | 99.38% | 99.38% |
08.05.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 330'668 CHF | 112'723 CHF | 99.36% | 99.36% |
07.05.2024 | 2.47% | 0.40 CHF | 0.41 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 300'382 CHF | 102'627 CHF | 94.66% | 94.66% |