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 | 2.70% | 0.40 CHF | 0.41 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 274'653 CHF | 94'051 CHF | 94.78% | 94.78% |
22.05.2024 | 2.75% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 268'935 CHF | 92'145 CHF | 99.58% | 99.58% |
21.05.2024 | 2.89% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 255'980 CHF | 87'827 CHF | 96.57% | 96.57% |
17.05.2024 | 2.69% | 0.35 CHF | 0.36 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 275'553 CHF | 94'351 CHF | 96.21% | 96.21% |
16.05.2024 | 2.49% | 0.39 CHF | 0.40 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 296'979 CHF | 101'493 CHF | 99.16% | 99.16% |
15.05.2024 | 2.74% | 0.36 CHF | 0.37 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 270'097 CHF | 92'532 CHF | 99.70% | 99.70% |
14.05.2024 | 2.79% | 0.37 CHF | 0.38 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 265'484 CHF | 90'995 CHF | 93.45% | 93.45% |
13.05.2024 | 2.48% | 0.37 CHF | 0.38 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 299'127 CHF | 102'209 CHF | 98.31% | 98.31% |
10.05.2024 | 2.13% | 0.42 CHF | 0.43 CHF | 750'000 | 250'000 | 604'382 | 201'461 | 280'538 CHF | 95'527 CHF | 96.11% | 96.11% |
08.05.2024 | 2.01% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 295'815 CHF | 100'605 CHF | 99.51% | 99.51% |