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 | 3.05% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 145'358 CHF | 49'953 CHF | 99.25% | 99.25% |
22.05.2024 | 2.93% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 151'460 CHF | 51'987 CHF | 99.36% | 99.36% |
21.05.2024 | 2.96% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 149'916 CHF | 51'472 CHF | 99.25% | 99.25% |
17.05.2024 | 2.89% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 153'654 CHF | 52'718 CHF | 99.18% | 99.18% |
16.05.2024 | 2.67% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 166'496 CHF | 56'999 CHF | 99.36% | 99.36% |
15.05.2024 | 2.89% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 153'391 CHF | 52'630 CHF | 99.12% | 99.12% |
14.05.2024 | 3.05% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 145'624 CHF | 50'041 CHF | 99.36% | 99.36% |
13.05.2024 | 2.81% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 157'832 CHF | 54'111 CHF | 98.90% | 98.90% |
10.05.2024 | 2.76% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 161'233 CHF | 55'244 CHF | 99.36% | 99.36% |
08.05.2024 | 2.67% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 168'389 CHF | 57'630 CHF | 99.36% | 99.36% |