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 | 1.51% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 295'297 CHF | 99'932 CHF | 95.94% | 95.94% |
22.05.2024 | 1.55% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 288'284 CHF | 97'595 CHF | 99.35% | 99.35% |
21.05.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 317'240 CHF | 107'247 CHF | 96.63% | 96.63% |
17.05.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 334'009 CHF | 112'836 CHF | 99.36% | 99.36% |
16.05.2024 | 1.40% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 320'052 CHF | 108'184 CHF | 99.37% | 99.37% |
15.05.2024 | 1.22% | 0.77 CHF | 0.78 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 368'368 CHF | 124'289 CHF | 99.37% | 99.37% |
14.05.2024 | 1.17% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 381'813 CHF | 128'771 CHF | 98.84% | 98.84% |
13.05.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 379'851 CHF | 128'117 CHF | 99.40% | 99.40% |
10.05.2024 | 1.15% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 389'472 CHF | 131'324 CHF | 99.39% | 99.39% |
08.05.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 333'263 CHF | 112'588 CHF | 99.36% | 99.36% |