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 | 2.96% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 150'074 CHF | 51'525 CHF | 95.94% | 95.94% |
22.05.2024 | 2.83% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 156'911 CHF | 53'804 CHF | 99.37% | 99.37% |
21.05.2024 | 3.45% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 128'285 CHF | 44'262 CHF | 96.66% | 96.66% |
17.05.2024 | 3.83% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 115'362 CHF | 39'954 CHF | 99.34% | 99.34% |
16.05.2024 | 3.52% | 0.29 CHF | 0.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 126'028 CHF | 43'509 CHF | 99.26% | 99.26% |
15.05.2024 | 5.01% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 569'741 | 189'914 | 111'083 CHF | 38'927 CHF | 99.35% | 99.35% |
14.05.2024 | 5.45% | 0.19 CHF | 0.20 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 107'265 CHF | 37'755 CHF | 99.07% | 99.07% |
13.05.2024 | 5.35% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 109'314 CHF | 38'438 CHF | 99.34% | 99.34% |
10.05.2024 | 5.64% | 0.18 CHF | 0.19 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 103'558 CHF | 36'519 CHF | 99.26% | 99.26% |
08.05.2024 | 3.77% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 494'920 | 164'973 | 128'665 CHF | 44'538 CHF | 99.38% | 99.38% |