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 | 0.80% | 1.23 CHF | 1.24 CHF | 235'000 | 235'000 | 233'063 | 233'063 | 290'659 CHF | 292'990 CHF | 100.00% | 100.00% |
28.05.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 230'000 | 230'000 | 231'510 | 231'510 | 291'027 CHF | 293'342 CHF | 99.81% | 99.81% |
27.05.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 230'000 | 230'000 | 226'906 | 226'906 | 286'800 CHF | 289'091 CHF | 99.50% | 99.50% |
24.05.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 230'000 | 230'000 | 229'452 | 229'452 | 289'690 CHF | 291'984 CHF | 100.00% | 100.00% |
23.05.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 230'000 | 230'000 | 228'476 | 228'476 | 293'950 CHF | 296'243 CHF | 100.00% | 100.00% |
22.05.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 230'000 | 230'000 | 229'052 | 229'052 | 304'151 CHF | 306'441 CHF | 100.00% | 100.00% |
21.05.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 230'000 | 230'000 | 228'664 | 228'664 | 306'867 CHF | 309'156 CHF | 100.00% | 100.00% |
17.05.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 230'000 | 230'000 | 229'056 | 229'056 | 298'467 CHF | 300'758 CHF | 99.33% | 99.33% |
16.05.2024 | 0.77% | 1.27 CHF | 1.28 CHF | 235'000 | 235'000 | 229'910 | 229'910 | 299'051 CHF | 301'352 CHF | 100.00% | 100.00% |
15.05.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 230'000 | 230'000 | 228'548 | 228'548 | 306'329 CHF | 308'620 CHF | 100.00% | 100.00% |