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 | 1.27% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 352'272 CHF | 118'924 CHF | 95.67% | 95.67% |
22.05.2024 | 1.09% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 410'254 CHF | 138'251 CHF | 98.32% | 98.32% |
21.05.2024 | 1.08% | 0.95 CHF | 0.96 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 413'427 CHF | 139'309 CHF | 96.32% | 96.32% |
17.05.2024 | 1.06% | 0.91 CHF | 0.92 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 422'325 CHF | 142'275 CHF | 98.23% | 98.23% |
16.05.2024 | 1.23% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 363'849 CHF | 122'783 CHF | 98.93% | 98.93% |
15.05.2024 | 1.19% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 375'140 CHF | 126'547 CHF | 98.81% | 98.81% |
14.05.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 389'343 CHF | 131'281 CHF | 98.92% | 98.92% |
13.05.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 378'765 CHF | 127'755 CHF | 93.60% | 93.60% |
10.05.2024 | 1.23% | 0.80 CHF | 0.81 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 364'997 CHF | 123'166 CHF | 98.89% | 98.89% |
08.05.2024 | 1.02% | 0.97 CHF | 0.98 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 438'647 CHF | 147'716 CHF | 98.82% | 98.82% |