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 | 1.63% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 274'028 CHF | 92'843 CHF | 94.23% | 94.23% |
22.05.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 277'569 CHF | 94'023 CHF | 97.46% | 97.46% |
21.05.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 286'166 CHF | 96'889 CHF | 92.17% | 92.17% |
17.05.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 276'306 CHF | 93'602 CHF | 95.15% | 95.15% |
16.05.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 278'476 CHF | 94'325 CHF | 98.08% | 98.08% |
15.05.2024 | 1.82% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 245'236 CHF | 83'245 CHF | 95.52% | 95.52% |
14.05.2024 | 1.82% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 245'130 CHF | 83'210 CHF | 97.46% | 97.46% |
13.05.2024 | 1.88% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 237'159 CHF | 80'553 CHF | 93.29% | 93.29% |
10.05.2024 | 1.75% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 255'399 CHF | 86'633 CHF | 96.58% | 96.58% |
08.05.2024 | 1.97% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 302'069 CHF | 102'690 CHF | 98.51% | 98.51% |