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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 2.64% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 649'511 | 216'504 | 242'084 CHF | 82'860 CHF | 99.35% | 99.35% |
21.05.2024 | 2.48% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 238'680 CHF | 81'560 CHF | 96.47% | 96.47% |
17.05.2024 | 2.52% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'046 | 200'015 | 235'543 CHF | 80'515 CHF | 98.96% | 98.96% |
16.05.2024 | 2.49% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 238'469 CHF | 81'490 CHF | 99.44% | 99.44% |
15.05.2024 | 2.57% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 632'157 | 210'719 | 242'311 CHF | 82'877 CHF | 99.21% | 99.21% |
14.05.2024 | 2.63% | 0.37 CHF | 0.38 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 281'155 CHF | 96'218 CHF | 98.01% | 98.01% |
13.05.2024 | 2.63% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 718'219 | 239'406 | 269'453 CHF | 92'212 CHF | 99.39% | 99.39% |
10.05.2024 | 2.49% | 0.38 CHF | 0.39 CHF | 750'000 | 250'000 | 610'000 | 203'333 | 241'669 CHF | 82'590 CHF | 98.54% | 98.54% |
08.05.2024 | 2.82% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 262'238 CHF | 89'913 CHF | 99.34% | 99.34% |
07.05.2024 | 2.68% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 276'059 CHF | 94'520 CHF | 99.40% | 99.40% |