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 | 1.15% | 0.92 CHF | 0.93 CHF | 65'000 | 65'000 | 35'916 | 35'916 | 31'905 CHF | 32'265 CHF | 99.89% | 99.89% |
28.05.2024 | 1.16% | 0.88 CHF | 0.89 CHF | 65'000 | 65'000 | 35'991 | 35'991 | 31'796 CHF | 32'157 CHF | 99.15% | 99.15% |
27.05.2024 | 1.11% | 0.88 CHF | 0.89 CHF | 33'000 | 33'000 | 29'147 | 29'147 | 26'285 CHF | 26'577 CHF | 99.19% | 99.19% |
24.05.2024 | 1.10% | 0.92 CHF | 0.93 CHF | 65'000 | 65'000 | 35'934 | 35'934 | 33'012 CHF | 33'372 CHF | 99.99% | 99.99% |
23.05.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 65'000 | 65'000 | 35'876 | 35'876 | 32'376 CHF | 32'736 CHF | 99.54% | 99.54% |
22.05.2024 | 1.25% | 0.84 CHF | 0.85 CHF | 65'000 | 65'000 | 33'569 | 33'569 | 27'526 CHF | 27'863 CHF | 100.00% | 100.00% |
21.05.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 60'000 | 60'000 | 33'076 | 33'076 | 25'803 CHF | 26'135 CHF | 99.52% | 99.52% |
17.05.2024 | 1.24% | 0.79 CHF | 0.80 CHF | 60'000 | 60'000 | 34'615 | 34'615 | 28'087 CHF | 28'433 CHF | 99.90% | 99.90% |
16.05.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 65'000 | 65'000 | 35'894 | 35'894 | 30'308 CHF | 30'668 CHF | 100.00% | 100.00% |
15.05.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 65'000 | 65'000 | 35'676 | 35'676 | 31'252 CHF | 31'613 CHF | 99.56% | 99.56% |