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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.05.2024 | 1.80% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 329'733 CHF | 111'911 CHF | 99.26% | 99.26% |
28.05.2024 | 1.77% | 0.54 CHF | 0.55 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 335'358 CHF | 113'786 CHF | 99.27% | 99.27% |
27.05.2024 | 1.83% | 0.57 CHF | 0.58 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 324'873 CHF | 110'291 CHF | 99.21% | 99.21% |
24.05.2024 | 1.95% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 304'874 CHF | 103'625 CHF | 99.27% | 99.27% |
23.05.2024 | 1.80% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 330'927 CHF | 112'309 CHF | 99.19% | 99.19% |
22.05.2024 | 1.94% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 306'992 CHF | 104'331 CHF | 99.27% | 99.27% |
21.05.2024 | 2.05% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 290'889 CHF | 98'963 CHF | 99.17% | 99.17% |
17.05.2024 | 2.31% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 257'275 CHF | 87'758 CHF | 99.08% | 99.08% |
16.05.2024 | 2.35% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 252'456 CHF | 86'152 CHF | 99.27% | 99.27% |
15.05.2024 | 2.60% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 228'135 CHF | 78'045 CHF | 99.08% | 99.08% |