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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.05.2024 | 6.63% | 0.13 CHF | 0.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 65'819 CHF | 23'440 CHF | 99.27% | 99.27% |
28.05.2024 | 5.62% | 0.16 CHF | 0.17 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 77'962 CHF | 27'488 CHF | 99.36% | 99.36% |
27.05.2024 | 5.10% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 86'058 CHF | 30'186 CHF | 99.30% | 99.30% |
24.05.2024 | 4.57% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 96'407 CHF | 33'636 CHF | 97.39% | 97.39% |
23.05.2024 | 3.95% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 111'680 CHF | 38'727 CHF | 99.25% | 99.25% |
22.05.2024 | 3.95% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 111'788 CHF | 38'763 CHF | 99.37% | 99.37% |
21.05.2024 | 3.93% | 0.26 CHF | 0.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 112'291 CHF | 38'930 CHF | 99.26% | 99.26% |
17.05.2024 | 4.05% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 108'837 CHF | 37'779 CHF | 99.16% | 99.16% |
16.05.2024 | 4.31% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 102'239 CHF | 35'580 CHF | 99.36% | 99.36% |
15.05.2024 | 4.41% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 99'741 CHF | 34'747 CHF | 99.13% | 99.13% |