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 | 2.47% | 0.37 CHF | 0.38 CHF | 600'000 | 200'000 | 601'353 | 200'451 | 241'495 CHF | 82'503 CHF | 99.38% | 99.38% |
28.05.2024 | 2.29% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 259'560 CHF | 88'520 CHF | 99.37% | 99.37% |
27.05.2024 | 2.23% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 265'845 CHF | 90'615 CHF | 99.36% | 99.36% |
24.05.2024 | 2.21% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 269'327 CHF | 91'776 CHF | 99.34% | 99.34% |
23.05.2024 | 2.33% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 255'117 CHF | 87'039 CHF | 99.36% | 99.36% |
22.05.2024 | 2.20% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 270'347 CHF | 92'116 CHF | 99.38% | 99.38% |
21.05.2024 | 2.21% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 269'435 CHF | 91'812 CHF | 99.21% | 99.21% |
17.05.2024 | 2.50% | 0.42 CHF | 0.43 CHF | 1'000'000 | 200'000 | 1'000'000 | 199'983 | 394'805 CHF | 80'954 CHF | 99.37% | 99.37% |
16.05.2024 | 2.47% | 0.41 CHF | 0.42 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 399'683 CHF | 81'937 CHF | 98.49% | 98.49% |
15.05.2024 | 2.20% | 0.48 CHF | 0.49 CHF | 1'000'000 | 200'000 | 1'000'000 | 200'000 | 450'201 CHF | 92'040 CHF | 98.31% | 98.31% |