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 | 3.60% | 0.14 CHF | 0.14 CHF | 919'300 | 919'300 | 903'755 | 889'894 | 123'569 CHF | 126'215 CHF | 99.50% | 99.50% |
28.05.2024 | 3.68% | 0.13 CHF | 0.14 CHF | 841'100 | 841'100 | 826'987 | 814'362 | 110'327 CHF | 112'639 CHF | 100.00% | 100.00% |
27.05.2024 | 17.07% | 0.13 CHF | 0.16 CHF | 84'110 | 84'110 | 95'429 | 82'683 | 12'547 CHF | 12'802 CHF | 99.06% | 99.06% |
24.05.2024 | 3.35% | 0.14 CHF | 0.15 CHF | 806'900 | 806'900 | 793'263 | 781'060 | 116'496 CHF | 118'630 CHF | 99.20% | 99.20% |
23.05.2024 | 3.53% | 0.14 CHF | 0.14 CHF | 800'300 | 800'300 | 786'554 | 774'537 | 109'454 CHF | 111'586 CHF | 99.98% | 99.98% |
22.05.2024 | 3.54% | 0.14 CHF | 0.14 CHF | 872'900 | 872'900 | 858'274 | 845'178 | 119'223 CHF | 121'678 CHF | 100.00% | 100.00% |
21.05.2024 | 3.69% | 0.14 CHF | 0.14 CHF | 901'100 | 901'100 | 885'371 | 871'850 | 117'983 CHF | 120'584 CHF | 100.00% | 100.00% |
17.05.2024 | 3.33% | 0.15 CHF | 0.16 CHF | 811'200 | 811'200 | 797'629 | 785'453 | 117'836 CHF | 120'002 CHF | 100.00% | 100.00% |
16.05.2024 | 3.43% | 0.14 CHF | 0.14 CHF | 882'100 | 882'100 | 866'449 | 853'215 | 124'689 CHF | 127'173 CHF | 100.00% | 100.00% |
15.05.2024 | 3.74% | 0.14 CHF | 0.14 CHF | 934'100 | 934'100 | 915'938 | 901'885 | 121'022 CHF | 123'788 CHF | 99.78% | 99.78% |