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 |
---|---|---|---|---|---|---|---|---|---|---|---|
05.06.2024 | 85.74% | 0.01 CHF | 0.02 CHF | 320'000 | 320'000 | 319'868 | 319'868 | 2'559 CHF | 6'399 CHF | 99.68% | 99.68% |
04.06.2024 | 89.77% | 0.01 CHF | 0.02 CHF | 320'000 | 320'000 | 319'948 | 319'948 | 2'442 CHF | 6'400 CHF | 99.92% | 99.92% |
03.06.2024 | 100.28% | 0.01 CHF | 0.02 CHF | 320'000 | 320'000 | 320'000 | 320'000 | 2'136 CHF | 6'400 CHF | 99.90% | 99.90% |
31.05.2024 | 107.33% | 0.01 CHF | 0.02 CHF | 320'000 | 320'000 | 329'193 | 329'193 | 1'986 CHF | 6'585 CHF | 98.76% | 98.76% |
30.05.2024 | 107.75% | 0.01 CHF | 0.02 CHF | 330'000 | 330'000 | 329'704 | 329'704 | 1'978 CHF | 6'598 CHF | 100.00% | 100.00% |
29.05.2024 | 105.56% | 0.01 CHF | 0.02 CHF | 330'000 | 330'000 | 328'852 | 328'852 | 2'041 CHF | 6'587 CHF | 99.40% | 99.40% |
28.05.2024 | 101.27% | 0.01 CHF | 0.02 CHF | 330'000 | 330'000 | 327'755 | 327'755 | 2'157 CHF | 6'560 CHF | 100.00% | 100.00% |
27.05.2024 | 107.58% | 0.01 CHF | 0.02 CHF | 330'000 | 330'000 | 324'958 | 324'958 | 1'973 CHF | 6'547 CHF | 99.79% | 99.79% |
24.05.2024 | 100.97% | 0.01 CHF | 0.02 CHF | 330'000 | 330'000 | 321'400 | 321'400 | 2'125 CHF | 6'430 CHF | 100.00% | 100.00% |
23.05.2024 | 107.86% | 0.01 CHF | 0.02 CHF | 320'000 | 320'000 | 319'178 | 319'178 | 1'915 CHF | 6'395 CHF | 99.61% | 99.61% |