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 | 1.89% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 235'920 CHF | 80'140 CHF | 99.17% | 99.17% |
21.05.2024 | 1.72% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 341'317 | 113'772 | 195'680 CHF | 66'364 CHF | 97.49% | 97.49% |
17.05.2024 | 1.70% | 0.59 CHF | 0.60 CHF | 300'000 | 100'000 | 314'379 | 104'793 | 183'017 CHF | 62'054 CHF | 99.17% | 99.17% |
16.05.2024 | 1.77% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 251'951 CHF | 85'484 CHF | 99.17% | 99.17% |
15.05.2024 | 2.12% | 0.51 CHF | 0.52 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 211'026 CHF | 71'842 CHF | 94.74% | 94.74% |
14.05.2024 | 2.56% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 174'230 CHF | 59'577 CHF | 99.16% | 99.16% |
13.05.2024 | 2.74% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 162'167 CHF | 55'556 CHF | 98.53% | 98.53% |
10.05.2024 | 2.92% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 152'239 CHF | 52'246 CHF | 99.17% | 99.17% |
08.05.2024 | 2.87% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 154'885 CHF | 53'128 CHF | 99.17% | 99.17% |
07.05.2024 | 2.88% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 154'297 CHF | 52'932 CHF | 97.94% | 97.94% |