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 | 2.30% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 193'523 CHF | 66'008 CHF | 99.36% | 99.36% |
21.05.2024 | 2.26% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 196'995 CHF | 67'165 CHF | 99.25% | 99.25% |
17.05.2024 | 2.33% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 190'820 CHF | 65'107 CHF | 99.18% | 99.18% |
16.05.2024 | 2.43% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 182'852 CHF | 62'451 CHF | 99.36% | 99.36% |
15.05.2024 | 2.25% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 197'697 CHF | 67'399 CHF | 99.13% | 99.13% |
14.05.2024 | 2.16% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 206'014 CHF | 70'171 CHF | 99.36% | 99.36% |
13.05.2024 | 2.28% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 195'387 CHF | 66'629 CHF | 98.90% | 98.90% |
10.05.2024 | 2.21% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 201'217 CHF | 68'572 CHF | 99.37% | 99.37% |
08.05.2024 | 2.27% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 197'813 CHF | 67'438 CHF | 99.37% | 99.37% |
07.05.2024 | 1.93% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 231'226 CHF | 78'576 CHF | 99.37% | 99.37% |