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 | 5.02% | 1.67 CHF | 1.72 CHF | 30'000 | 20'000 | 30'000 | 7'473 | 51'831 CHF | 13'408 CHF | 99.58% | 99.58% |
28.05.2024 | 5.03% | 1.75 CHF | 1.80 CHF | 30'000 | 20'000 | 30'000 | 7'381 | 51'960 CHF | 13'302 CHF | 98.82% | 98.82% |
27.05.2024 | 5.73% | 1.74 CHF | 1.84 CHF | 30'000 | 4'000 | 30'321 | 4'000 | 51'413 CHF | 7'184 CHF | 99.68% | 99.68% |
24.05.2024 | 5.17% | 1.69 CHF | 1.74 CHF | 30'000 | 20'000 | 34'614 | 7'670 | 57'712 CHF | 13'427 CHF | 92.77% | 92.77% |
23.05.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
22.05.2024 | 4.52% | 1.88 CHF | 1.93 CHF | 30'000 | 20'000 | 30'000 | 7'398 | 57'850 CHF | 14'662 CHF | 97.51% | 97.51% |
21.05.2024 | 4.38% | 2.03 CHF | 2.08 CHF | 30'000 | 20'000 | 30'000 | 7'436 | 59'848 CHF | 15'458 CHF | 99.29% | 99.29% |
17.05.2024 | 4.60% | 1.98 CHF | 2.03 CHF | 30'000 | 20'000 | 30'000 | 7'473 | 57'130 CHF | 15'080 CHF | 99.59% | 99.59% |
16.05.2024 | 4.79% | 1.87 CHF | 1.92 CHF | 30'000 | 20'000 | 30'000 | 7'473 | 54'512 CHF | 14'175 CHF | 99.59% | 99.59% |
15.05.2024 | 4.94% | 1.86 CHF | 1.91 CHF | 30'000 | 20'000 | 30'000 | 7'488 | 52'697 CHF | 13'672 CHF | 99.15% | 99.15% |