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 | 2.09% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'307 CHF | 56'475 CHF | 98.73% | 98.73% |
28.05.2024 | 1.89% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'805 CHF | 61'964 CHF | 97.49% | 97.49% |
27.05.2024 | - | 0.61 CHF | 0.67 CHF | 90'000 | 50'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
24.05.2024 | 1.90% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'287 CHF | 65'522 CHF | 66.66% | 66.66% |
23.05.2024 | 1.82% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'879 CHF | 67'090 CHF | 99.41% | 99.41% |
22.05.2024 | 1.96% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'047 CHF | 64'294 CHF | 96.13% | 96.13% |
21.05.2024 | 1.89% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'208 CHF | 65'434 CHF | 99.96% | 99.96% |
17.05.2024 | 1.94% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'612 CHF | 66'897 CHF | 100.00% | 100.00% |
16.05.2024 | 1.75% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'315 CHF | 68'503 CHF | 99.25% | 99.25% |
15.05.2024 | 1.95% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 99'593 | 99'246 | 64'746 CHF | 65'784 CHF | 98.11% | 98.11% |