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 | 1.68% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 265'759 CHF | 90'086 CHF | 99.19% | 99.19% |
22.05.2024 | 1.80% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 249'069 CHF | 84'523 CHF | 99.27% | 99.27% |
21.05.2024 | 1.47% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 303'763 CHF | 102'754 CHF | 99.16% | 99.16% |
17.05.2024 | 1.41% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 317'499 CHF | 107'333 CHF | 99.07% | 99.07% |
16.05.2024 | 0.92% | 1.11 CHF | 1.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 487'586 CHF | 164'029 CHF | 99.27% | 99.27% |
15.05.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 459'324 CHF | 154'608 CHF | 99.08% | 99.08% |
14.05.2024 | 1.14% | 0.97 CHF | 0.98 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 394'703 CHF | 133'068 CHF | 99.27% | 99.27% |
13.05.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 414'940 CHF | 139'813 CHF | 98.81% | 98.81% |
10.05.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 415'479 CHF | 139'993 CHF | 99.27% | 99.27% |
08.05.2024 | 1.23% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 363'914 CHF | 122'804 CHF | 99.27% | 99.27% |