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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 313'092 CHF | 105'864 CHF | 98.15% | 98.15% |
23.05.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 301'080 CHF | 101'860 CHF | 95.19% | 95.19% |
22.05.2024 | 1.48% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 302'647 CHF | 102'382 CHF | 98.48% | 98.48% |
21.05.2024 | 1.47% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 303'206 CHF | 102'569 CHF | 95.50% | 95.50% |
17.05.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 286'777 CHF | 97'092 CHF | 97.53% | 97.53% |
16.05.2024 | 1.75% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 255'696 CHF | 86'732 CHF | 98.31% | 98.31% |
15.05.2024 | 1.76% | 0.53 CHF | 0.54 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 254'493 CHF | 86'331 CHF | 98.15% | 98.15% |
14.05.2024 | 1.59% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 281'335 CHF | 95'278 CHF | 98.75% | 98.75% |
13.05.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 299'262 CHF | 101'254 CHF | 93.32% | 93.32% |
10.05.2024 | 1.48% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 301'339 CHF | 101'946 CHF | 98.74% | 98.74% |