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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 2.87% | 0.38 CHF | 0.39 CHF | 490'000 | 490'000 | 272'689 | 272'689 | 97'470 CHF | 100'208 CHF | 99.74% | 99.74% |
23.05.2024 | 2.59% | 0.38 CHF | 0.39 CHF | 450'000 | 450'000 | 246'605 | 246'605 | 96'000 CHF | 98'478 CHF | 100.00% | 100.00% |
22.05.2024 | 2.42% | 0.42 CHF | 0.43 CHF | 430'000 | 430'000 | 240'162 | 240'162 | 101'756 CHF | 104'167 CHF | 100.00% | 100.00% |
21.05.2024 | 2.52% | 0.43 CHF | 0.44 CHF | 450'000 | 450'000 | 246'808 | 246'808 | 101'061 CHF | 103'540 CHF | 99.73% | 99.73% |
17.05.2024 | 2.65% | 0.39 CHF | 0.40 CHF | 460'000 | 460'000 | 254'287 | 254'287 | 98'032 CHF | 100'585 CHF | 100.00% | 100.00% |
16.05.2024 | 2.63% | 0.39 CHF | 0.40 CHF | 460'000 | 460'000 | 253'573 | 253'573 | 98'769 CHF | 101'322 CHF | 100.00% | 100.00% |
15.05.2024 | 2.92% | 0.39 CHF | 0.40 CHF | 490'000 | 490'000 | 269'918 | 269'918 | 96'186 CHF | 98'906 CHF | 99.94% | 99.94% |
14.05.2024 | 2.97% | 0.35 CHF | 0.36 CHF | 520'000 | 520'000 | 285'126 | 285'126 | 97'012 CHF | 99'876 CHF | 99.34% | 99.34% |
13.05.2024 | 3.27% | 0.33 CHF | 0.34 CHF | 560'000 | 560'000 | 308'856 | 308'856 | 96'631 CHF | 99'732 CHF | 100.00% | 100.00% |
10.05.2024 | 3.31% | 0.28 CHF | 0.29 CHF | 550'000 | 550'000 | 299'675 | 299'675 | 90'681 CHF | 93'689 CHF | 99.81% | 99.81% |