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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 1.41% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 317'407 CHF | 107'302 CHF | 92.60% | 92.60% |
21.05.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 324'775 CHF | 109'758 CHF | 92.36% | 92.36% |
17.05.2024 | 1.45% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 307'373 CHF | 103'958 CHF | 98.30% | 98.30% |
16.05.2024 | 1.46% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 307'132 CHF | 103'877 CHF | 98.13% | 98.13% |
15.05.2024 | 1.37% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 327'426 CHF | 110'642 CHF | 98.02% | 98.02% |
14.05.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 312'826 CHF | 105'775 CHF | 98.94% | 98.94% |
13.05.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 310'462 CHF | 104'987 CHF | 90.58% | 90.58% |
10.05.2024 | 1.40% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 318'181 CHF | 107'560 CHF | 96.83% | 96.83% |
08.05.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 289'043 CHF | 97'848 CHF | 93.11% | 93.11% |
07.05.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 290'631 CHF | 98'377 CHF | 95.19% | 95.19% |