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 | 0.30% | 3.24 CHF | 3.25 CHF | 50'000 | 50'000 | 49'996 | 49'998 | 165'638 CHF | 166'147 CHF | 99.50% | 99.50% |
28.05.2024 | 0.30% | 3.40 CHF | 3.41 CHF | 50'000 | 50'000 | 49'999 | 50'000 | 166'097 CHF | 166'600 CHF | 100.00% | 100.00% |
27.05.2024 | 0.30% | 3.36 CHF | 3.37 CHF | 50'000 | 50'000 | 49'948 | 49'966 | 168'757 CHF | 169'318 CHF | 99.06% | 99.06% |
24.05.2024 | 0.32% | 3.18 CHF | 3.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 155'469 CHF | 155'969 CHF | 99.17% | 99.17% |
23.05.2024 | 0.32% | 3.15 CHF | 3.16 CHF | 50'000 | 50'000 | 49'729 | 49'724 | 158'293 CHF | 158'775 CHF | 99.97% | 99.97% |
22.05.2024 | 0.30% | 3.33 CHF | 3.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 167'862 CHF | 168'362 CHF | 100.00% | 100.00% |
21.05.2024 | 0.30% | 3.43 CHF | 3.44 CHF | 50'000 | 50'000 | 49'947 | 49'940 | 164'085 CHF | 164'562 CHF | 99.98% | 99.98% |
17.05.2024 | 0.29% | 3.56 CHF | 3.57 CHF | 50'000 | 50'000 | 49'999 | 50'000 | 172'498 CHF | 173'003 CHF | 100.00% | 100.00% |
16.05.2024 | 0.29% | 3.33 CHF | 3.34 CHF | 50'000 | 50'000 | 49'960 | 49'960 | 172'243 CHF | 172'743 CHF | 100.00% | 100.00% |
15.05.2024 | 0.30% | 3.41 CHF | 3.42 CHF | 50'000 | 50'000 | 49'895 | 49'902 | 164'877 CHF | 165'399 CHF | 99.88% | 99.88% |