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 | 1.29% | 0.74 CHF | 0.75 CHF | 70'000 | 60'000 | 70'000 | 36'520 | 53'776 CHF | 28'337 CHF | 99.67% | 99.67% |
28.05.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 70'000 | 60'000 | 70'000 | 36'340 | 53'791 CHF | 28'219 CHF | 98.90% | 98.90% |
27.05.2024 | 1.32% | 0.78 CHF | 0.79 CHF | 70'000 | 30'000 | 70'000 | 30'000 | 52'753 CHF | 22'909 CHF | 99.68% | 99.68% |
24.05.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 70'000 | 60'000 | 70'000 | 36'890 | 51'722 CHF | 27'646 CHF | 92.86% | 92.86% |
23.05.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
22.05.2024 | 1.18% | 0.82 CHF | 0.83 CHF | 70'000 | 60'000 | 62'454 | 36'372 | 52'722 CHF | 30'956 CHF | 97.60% | 97.60% |
21.05.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 60'000 | 60'000 | 60'000 | 36'444 | 52'304 CHF | 32'152 CHF | 99.35% | 99.35% |
17.05.2024 | 1.19% | 0.86 CHF | 0.87 CHF | 60'000 | 60'000 | 66'979 | 36'519 | 55'708 CHF | 30'980 CHF | 99.68% | 99.68% |
16.05.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 70'000 | 60'000 | 70'000 | 36'520 | 55'833 CHF | 29'487 CHF | 99.68% | 99.68% |
15.05.2024 | 1.29% | 0.81 CHF | 0.82 CHF | 70'000 | 60'000 | 70'000 | 36'550 | 53'860 CHF | 28'425 CHF | 99.18% | 99.18% |