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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 5.49% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 159'522 CHF | 56'174 CHF | 95.95% | 95.95% |
22.05.2024 | 5.57% | 0.17 CHF | 0.18 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 157'288 CHF | 55'429 CHF | 99.40% | 99.40% |
21.05.2024 | 4.79% | 0.20 CHF | 0.21 CHF | 900'000 | 300'000 | 899'613 | 299'871 | 183'559 CHF | 64'185 CHF | 96.63% | 96.63% |
17.05.2024 | 4.27% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 752'487 | 250'829 | 172'444 CHF | 59'990 CHF | 99.43% | 99.43% |
16.05.2024 | 4.53% | 0.21 CHF | 0.22 CHF | 900'000 | 300'000 | 867'495 | 289'165 | 187'240 CHF | 65'305 CHF | 99.29% | 99.29% |
15.05.2024 | 3.71% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 199'162 CHF | 68'888 CHF | 99.36% | 99.36% |
14.05.2024 | 3.49% | 0.27 CHF | 0.28 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 210'979 CHF | 72'826 CHF | 98.95% | 98.95% |
13.05.2024 | 3.50% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 210'674 CHF | 72'725 CHF | 99.43% | 99.43% |
10.05.2024 | 3.37% | 0.28 CHF | 0.29 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 218'782 CHF | 75'428 CHF | 99.28% | 99.28% |
08.05.2024 | 4.18% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 805'733 | 268'578 | 188'557 CHF | 65'538 CHF | 99.31% | 99.31% |