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 | 2.90% | 0.30 CHF | 0.31 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 306'313 CHF | 105'104 CHF | 95.59% | 95.59% |
22.05.2024 | 3.11% | 0.34 CHF | 0.35 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 285'545 CHF | 98'182 CHF | 99.60% | 99.60% |
21.05.2024 | 2.92% | 0.33 CHF | 0.34 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 303'488 CHF | 104'163 CHF | 96.92% | 96.92% |
17.05.2024 | 2.66% | 0.37 CHF | 0.38 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 334'481 CHF | 114'494 CHF | 98.92% | 98.92% |
16.05.2024 | 2.50% | 0.39 CHF | 0.40 CHF | 900'000 | 300'000 | 862'931 | 287'644 | 340'161 CHF | 116'263 CHF | 98.98% | 98.98% |
15.05.2024 | 2.66% | 0.37 CHF | 0.38 CHF | 900'000 | 300'000 | 899'879 | 299'960 | 333'636 CHF | 114'212 CHF | 94.73% | 94.73% |
14.05.2024 | 2.55% | 0.36 CHF | 0.37 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 348'458 CHF | 119'153 CHF | 99.05% | 99.05% |
13.05.2024 | 2.40% | 0.38 CHF | 0.39 CHF | 900'000 | 300'000 | 782'254 | 260'751 | 322'273 CHF | 110'032 CHF | 98.78% | 98.78% |
10.05.2024 | 2.20% | 0.43 CHF | 0.44 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 337'601 CHF | 115'034 CHF | 99.33% | 99.33% |
08.05.2024 | 1.90% | 0.40 CHF | 0.41 CHF | 750'000 | 250'000 | 692'375 | 230'792 | 370'265 CHF | 125'730 CHF | 93.34% | 93.34% |