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 | 1.09% | 0.89 CHF | 0.90 CHF | 43'000 | 43'000 | 42'674 | 42'674 | 39'456 CHF | 39'883 CHF | 95.42% | 97.87% |
28.05.2024 | 1.02% | 0.94 CHF | 0.95 CHF | 43'000 | 43'000 | 42'232 | 42'232 | 41'600 CHF | 42'023 CHF | 99.67% | 99.67% |
27.05.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 42'000 | 42'000 | 41'690 | 41'690 | 42'562 CHF | 42'979 CHF | 99.97% | 99.97% |
24.05.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 42'000 | 42'000 | 41'578 | 41'578 | 45'031 CHF | 45'447 CHF | 93.61% | 93.61% |
23.05.2024 | 0.86% | 1.12 CHF | 1.13 CHF | 42'000 | 42'000 | 41'600 | 41'600 | 48'423 CHF | 48'839 CHF | 99.17% | 99.17% |
22.05.2024 | 0.79% | 1.28 CHF | 1.29 CHF | 41'000 | 41'000 | 40'616 | 40'616 | 51'599 CHF | 52'006 CHF | 100.00% | 100.00% |
21.05.2024 | 0.74% | 1.33 CHF | 1.34 CHF | 41'000 | 41'000 | 40'614 | 40'614 | 54'931 CHF | 55'338 CHF | 99.54% | 99.54% |
17.05.2024 | 0.72% | 1.43 CHF | 1.44 CHF | 40'000 | 40'000 | 40'305 | 40'305 | 56'373 CHF | 56'776 CHF | 98.89% | 98.89% |
16.05.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 41'000 | 41'000 | 40'613 | 40'613 | 54'594 CHF | 55'001 CHF | 100.00% | 100.00% |
15.05.2024 | 0.80% | 1.34 CHF | 1.35 CHF | 41'000 | 41'000 | 40'616 | 40'616 | 51'178 CHF | 51'585 CHF | 100.00% | 100.00% |