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 | 2.42% | 0.40 CHF | 0.41 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 204'618 CHF | 41'924 CHF | 99.27% | 99.27% |
22.05.2024 | 2.65% | 0.39 CHF | 0.40 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 186'132 CHF | 38'226 CHF | 99.27% | 99.27% |
21.05.2024 | 2.50% | 0.38 CHF | 0.39 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 197'693 CHF | 40'539 CHF | 98.97% | 98.97% |
17.05.2024 | 2.27% | 0.43 CHF | 0.44 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 218'234 CHF | 44'647 CHF | 99.09% | 99.09% |
16.05.2024 | 2.30% | 0.43 CHF | 0.44 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 214'770 CHF | 43'954 CHF | 99.27% | 99.27% |
15.05.2024 | 2.40% | 0.43 CHF | 0.44 CHF | 500'000 | 100'000 | 500'000 | 99'983 | 205'651 CHF | 42'124 CHF | 99.07% | 99.07% |
14.05.2024 | 2.41% | 0.42 CHF | 0.43 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 204'777 CHF | 41'955 CHF | 99.27% | 99.27% |
13.05.2024 | 2.61% | 0.38 CHF | 0.39 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 189'010 CHF | 38'802 CHF | 98.47% | 98.47% |
10.05.2024 | 2.44% | 0.39 CHF | 0.40 CHF | 500'000 | 100'000 | 500'000 | 99'983 | 202'913 CHF | 41'576 CHF | 99.27% | 99.27% |
08.05.2024 | 2.12% | 0.46 CHF | 0.47 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 233'753 CHF | 47'751 CHF | 99.27% | 99.27% |