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 | 1.89% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 236'013 CHF | 80'171 CHF | 85.78% | 85.78% |
24.05.2024 | 1.84% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 242'648 CHF | 82'383 CHF | 96.71% | 96.71% |
23.05.2024 | 1.81% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 246'163 CHF | 83'555 CHF | 94.23% | 94.23% |
22.05.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 249'721 CHF | 84'740 CHF | 97.48% | 97.48% |
21.05.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 258'881 CHF | 87'794 CHF | 92.25% | 92.25% |
17.05.2024 | 1.80% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 248'407 CHF | 84'303 CHF | 95.06% | 95.06% |
16.05.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 251'096 CHF | 85'199 CHF | 98.19% | 98.19% |
15.05.2024 | 2.07% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 215'819 CHF | 73'440 CHF | 95.72% | 95.72% |
14.05.2024 | 2.07% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 215'123 CHF | 73'208 CHF | 97.38% | 97.38% |
13.05.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 206'740 CHF | 70'413 CHF | 93.26% | 93.26% |