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 | 0.52% | 1.91 CHF | 1.92 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 57'948 CHF | 38'832 CHF | 99.72% | 99.72% |
28.05.2024 | 0.50% | 1.94 CHF | 1.95 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 60'060 CHF | 40'240 CHF | 100.00% | 100.00% |
27.05.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 61'567 CHF | 41'244 CHF | 100.00% | 100.00% |
24.05.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 60'021 CHF | 40'214 CHF | 95.95% | 95.95% |
23.05.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 63'058 CHF | 42'239 CHF | 99.50% | 99.50% |
22.05.2024 | 0.49% | 2.12 CHF | 2.13 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 61'506 CHF | 41'204 CHF | 96.90% | 96.90% |
21.05.2024 | 0.48% | 2.02 CHF | 2.03 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 61'916 CHF | 20'739 CHF | 100.00% | 100.00% |
17.05.2024 | 0.46% | 2.15 CHF | 2.16 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 65'607 CHF | 21'969 CHF | 100.00% | 100.00% |
16.05.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 68'712 CHF | 23'004 CHF | 99.31% | 99.31% |
15.05.2024 | 0.47% | 2.23 CHF | 2.24 CHF | 30'000 | 20'000 | 30'000 | 19'770 | 65'039 CHF | 43'048 CHF | 98.95% | 98.95% |