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 | 2.33% | 0.44 CHF | 0.45 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 317'989 CHF | 108'496 CHF | 94.90% | 94.90% |
22.05.2024 | 2.30% | 0.43 CHF | 0.44 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 321'888 CHF | 109'796 CHF | 95.19% | 95.19% |
21.05.2024 | 2.27% | 0.43 CHF | 0.44 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 325'996 CHF | 111'165 CHF | 95.63% | 95.63% |
17.05.2024 | 2.24% | 0.44 CHF | 0.45 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 330'706 CHF | 112'735 CHF | 98.86% | 98.86% |
16.05.2024 | 2.34% | 0.43 CHF | 0.44 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 316'875 CHF | 108'125 CHF | 98.06% | 98.06% |
15.05.2024 | 2.10% | 0.45 CHF | 0.46 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 354'293 CHF | 120'598 CHF | 97.83% | 97.83% |
14.05.2024 | 1.98% | 0.50 CHF | 0.51 CHF | 750'000 | 250'000 | 621'064 | 207'021 | 310'907 CHF | 105'706 CHF | 93.72% | 93.72% |
13.05.2024 | 2.01% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 735'583 | 245'194 | 362'827 CHF | 123'394 CHF | 98.36% | 98.36% |
10.05.2024 | 2.00% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 722'775 | 240'925 | 357'824 CHF | 121'684 CHF | 99.38% | 99.38% |
08.05.2024 | 1.82% | 0.54 CHF | 0.55 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 326'204 CHF | 110'735 CHF | 98.90% | 98.90% |