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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 2.14% | 0.45 CHF | 0.46 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 346'093 CHF | 70'719 CHF | 99.15% | 99.15% |
23.05.2024 | 2.00% | 0.52 CHF | 0.53 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 371'404 CHF | 75'781 CHF | 99.15% | 99.15% |
22.05.2024 | 2.07% | 0.52 CHF | 0.53 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 359'678 CHF | 73'436 CHF | 99.17% | 99.17% |
21.05.2024 | 2.24% | 0.47 CHF | 0.48 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 331'817 CHF | 67'864 CHF | 97.49% | 97.49% |
17.05.2024 | 2.23% | 0.44 CHF | 0.45 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 333'174 CHF | 68'135 CHF | 99.17% | 99.17% |
16.05.2024 | 2.08% | 0.48 CHF | 0.49 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 356'188 CHF | 72'738 CHF | 99.17% | 99.17% |
15.05.2024 | 2.14% | 0.47 CHF | 0.48 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 347'102 CHF | 70'920 CHF | 94.74% | 94.74% |
14.05.2024 | 2.14% | 0.45 CHF | 0.46 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 346'920 CHF | 70'884 CHF | 99.16% | 99.16% |
13.05.2024 | 2.14% | 0.45 CHF | 0.46 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 347'284 CHF | 70'957 CHF | 98.53% | 98.53% |
10.05.2024 | 2.11% | 0.47 CHF | 0.48 CHF | 750'000 | 150'000 | 750'000 | 150'000 | 351'189 CHF | 71'738 CHF | 99.17% | 99.17% |