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 | 2.24% | 0.44 CHF | 0.45 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 330'749 CHF | 112'750 CHF | 99.37% | 99.37% |
23.05.2024 | 2.13% | 0.46 CHF | 0.47 CHF | 750'000 | 250'000 | 741'121 | 247'040 | 344'304 CHF | 117'238 CHF | 99.27% | 99.27% |
22.05.2024 | 2.24% | 0.45 CHF | 0.46 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 330'661 CHF | 112'720 CHF | 99.38% | 99.38% |
21.05.2024 | 2.19% | 0.46 CHF | 0.47 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 339'192 CHF | 115'564 CHF | 99.27% | 99.27% |
17.05.2024 | 2.37% | 0.43 CHF | 0.44 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 312'724 CHF | 106'741 CHF | 99.14% | 99.14% |
16.05.2024 | 2.26% | 0.43 CHF | 0.44 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 327'912 CHF | 111'804 CHF | 99.36% | 99.36% |
15.05.2024 | 2.16% | 0.44 CHF | 0.45 CHF | 750'000 | 250'000 | 749'749 | 249'916 | 343'582 CHF | 117'026 CHF | 99.15% | 99.15% |
14.05.2024 | 2.22% | 0.46 CHF | 0.47 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 333'537 CHF | 113'679 CHF | 99.35% | 99.35% |
13.05.2024 | 2.30% | 0.46 CHF | 0.47 CHF | 750'000 | 250'000 | 750'000 | 249'976 | 322'716 CHF | 110'062 CHF | 98.85% | 98.85% |
10.05.2024 | 2.71% | 0.38 CHF | 0.39 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 273'529 CHF | 93'676 CHF | 99.36% | 99.36% |