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 | 2.87% | 0.36 CHF | 0.37 CHF | 500'000 | 500'000 | 272'518 | 272'518 | 96'819 CHF | 99'555 CHF | 99.90% | 99.90% |
28.05.2024 | 2.96% | 0.36 CHF | 0.37 CHF | 500'000 | 500'000 | 274'174 | 274'174 | 94'768 CHF | 97'521 CHF | 99.81% | 99.81% |
27.05.2024 | 2.88% | 0.35 CHF | 0.36 CHF | 250'000 | 250'000 | 223'116 | 223'116 | 76'324 CHF | 78'555 CHF | 98.94% | 98.94% |
24.05.2024 | 2.96% | 0.36 CHF | 0.37 CHF | 500'000 | 500'000 | 271'721 | 271'721 | 93'646 CHF | 96'375 CHF | 100.00% | 100.00% |
23.05.2024 | 2.81% | 0.36 CHF | 0.37 CHF | 500'000 | 500'000 | 269'723 | 269'723 | 97'864 CHF | 100'573 CHF | 100.00% | 100.00% |
22.05.2024 | 2.73% | 0.36 CHF | 0.37 CHF | 500'000 | 500'000 | 260'178 | 260'178 | 96'582 CHF | 99'195 CHF | 100.00% | 100.00% |
21.05.2024 | 2.77% | 0.38 CHF | 0.39 CHF | 490'000 | 490'000 | 271'065 | 271'065 | 100'214 CHF | 102'937 CHF | 99.25% | 99.25% |
17.05.2024 | 2.90% | 0.37 CHF | 0.38 CHF | 500'000 | 500'000 | 279'699 | 279'699 | 98'713 CHF | 101'522 CHF | 98.98% | 98.98% |
16.05.2024 | 3.06% | 0.36 CHF | 0.37 CHF | 510'000 | 510'000 | 271'308 | 271'308 | 92'434 CHF | 95'170 CHF | 100.00% | 100.00% |
15.05.2024 | 3.17% | 0.33 CHF | 0.34 CHF | 520'000 | 520'000 | 283'288 | 283'288 | 91'646 CHF | 94'496 CHF | 100.00% | 100.00% |