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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.05.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 808'910 CHF | 272'636 CHF | 98.92% | 98.92% |
24.05.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 812'798 CHF | 273'933 CHF | 98.23% | 98.23% |
23.05.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 791'330 CHF | 266'777 CHF | 96.05% | 96.05% |
22.05.2024 | 1.16% | 0.87 CHF | 0.88 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 770'081 CHF | 259'694 CHF | 99.51% | 99.51% |
21.05.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 743'187 CHF | 250'729 CHF | 96.88% | 96.88% |
17.05.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 648'552 CHF | 219'184 CHF | 99.02% | 99.02% |
16.05.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 666'379 CHF | 225'126 CHF | 97.95% | 97.95% |
15.05.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 670'718 CHF | 226'573 CHF | 99.44% | 99.44% |
14.05.2024 | 1.35% | 0.76 CHF | 0.77 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 664'140 CHF | 224'380 CHF | 99.54% | 99.54% |
13.05.2024 | 1.33% | 0.72 CHF | 0.73 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 672'274 CHF | 227'091 CHF | 99.01% | 99.01% |