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 | 1.19% | 0.81 CHF | 0.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 250'963 CHF | 84'654 CHF | 95.80% | 95.80% |
22.05.2024 | 1.17% | 0.81 CHF | 0.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 256'221 CHF | 86'407 CHF | 99.46% | 99.46% |
21.05.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 253'227 CHF | 85'409 CHF | 96.90% | 96.90% |
17.05.2024 | 1.29% | 0.81 CHF | 0.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 231'661 CHF | 78'220 CHF | 99.34% | 99.34% |
16.05.2024 | 1.35% | 0.78 CHF | 0.79 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 220'634 CHF | 74'545 CHF | 98.94% | 98.94% |
15.05.2024 | 1.45% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 449'659 | 149'886 | 307'664 CHF | 104'054 CHF | 99.28% | 99.28% |
14.05.2024 | 1.53% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 291'315 CHF | 98'605 CHF | 99.20% | 99.20% |
13.05.2024 | 1.77% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 252'785 CHF | 85'762 CHF | 98.93% | 98.93% |
10.05.2024 | 1.53% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 292'300 CHF | 98'933 CHF | 99.46% | 99.46% |
08.05.2024 | 1.44% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 310'581 CHF | 105'027 CHF | 99.51% | 99.51% |