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 | 2.48% | 0.65 CHF | 0.66 CHF | 94'000 | 94'000 | 43'011 | 43'011 | 26'892 CHF | 27'450 CHF | 99.89% | 99.89% |
28.05.2024 | 2.43% | 0.63 CHF | 0.64 CHF | 96'000 | 96'000 | 43'102 | 43'102 | 27'167 CHF | 27'727 CHF | 100.00% | 100.00% |
27.05.2024 | 2.39% | 0.63 CHF | 0.64 CHF | 39'000 | 39'000 | 30'365 | 30'365 | 19'457 CHF | 19'893 CHF | 96.66% | 96.66% |
24.05.2024 | 2.47% | 0.62 CHF | 0.63 CHF | 96'000 | 96'000 | 43'067 | 43'067 | 26'838 CHF | 27'397 CHF | 100.00% | 100.00% |
23.05.2024 | 2.37% | 0.62 CHF | 0.63 CHF | 96'000 | 96'000 | 42'479 | 42'479 | 27'324 CHF | 27'877 CHF | 99.89% | 99.89% |
22.05.2024 | 2.30% | 0.66 CHF | 0.67 CHF | 94'000 | 94'000 | 42'580 | 42'580 | 28'098 CHF | 28'653 CHF | 100.00% | 100.00% |
21.05.2024 | 2.44% | 0.64 CHF | 0.65 CHF | 96'000 | 96'000 | 43'333 | 43'333 | 27'203 CHF | 27'765 CHF | 98.25% | 98.25% |
17.05.2024 | 2.42% | 0.64 CHF | 0.65 CHF | 96'000 | 96'000 | 43'071 | 43'071 | 27'294 CHF | 27'853 CHF | 99.89% | 99.89% |
16.05.2024 | 2.43% | 0.65 CHF | 0.66 CHF | 96'000 | 96'000 | 43'015 | 43'015 | 27'500 CHF | 28'059 CHF | 100.00% | 100.00% |
15.05.2024 | 2.27% | 0.64 CHF | 0.65 CHF | 96'000 | 96'000 | 42'905 | 42'905 | 28'528 CHF | 29'087 CHF | 100.00% | 100.00% |