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 | 4.79% | 0.65 CHF | 0.68 CHF | 51'961 | 20'000 | 52'114 | 20'000 | 33'737 CHF | 13'584 CHF | 95.06% | 95.06% |
28.05.2024 | 4.44% | 0.69 CHF | 0.72 CHF | 51'385 | 20'000 | 51'156 | 20'000 | 36'702 CHF | 15'007 CHF | 95.64% | 95.64% |
27.05.2024 | 4.32% | 0.73 CHF | 0.76 CHF | 50'887 | 20'000 | 50'947 | 20'000 | 36'543 CHF | 14'981 CHF | 79.86% | 79.86% |
24.05.2024 | 4.66% | 0.73 CHF | 0.76 CHF | 50'828 | 20'000 | 52'160 | 20'000 | 36'092 CHF | 14'505 CHF | 83.63% | 83.63% |
23.05.2024 | 4.33% | 0.76 CHF | 0.79 CHF | 55'453 | 20'000 | 52'560 | 20'000 | 36'934 CHF | 14'668 CHF | 74.11% | 74.11% |
22.05.2024 | 5.15% | 0.61 CHF | 0.65 CHF | 54'199 | 20'000 | 54'326 | 20'000 | 32'313 CHF | 12'525 CHF | 94.11% | 94.11% |
21.05.2024 | 5.15% | 0.60 CHF | 0.64 CHF | 54'937 | 20'000 | 54'906 | 20'000 | 33'447 CHF | 12'845 CHF | 98.39% | 98.39% |
17.05.2024 | 4.99% | 0.69 CHF | 0.72 CHF | 56'623 | 20'000 | 57'620 | 20'000 | 34'664 CHF | 12'645 CHF | 95.65% | 95.65% |
16.05.2024 | 4.81% | 0.62 CHF | 0.65 CHF | 54'910 | 20'000 | 55'138 | 20'000 | 34'582 CHF | 13'162 CHF | 75.75% | 75.75% |
15.05.2024 | 5.36% | 0.60 CHF | 0.64 CHF | 30'000 | 10'000 | 56'357 | 19'813 | 31'822 CHF | 11'801 CHF | 65.88% | 65.88% |