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 | 2.67% | 0.36 CHF | 0.37 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 92'483 CHF | 37'993 CHF | 99.17% | 99.17% |
28.05.2024 | 2.48% | 0.38 CHF | 0.39 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 99'518 CHF | 40'807 CHF | 99.17% | 99.17% |
27.05.2024 | 2.52% | 0.40 CHF | 0.41 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 97'871 CHF | 40'149 CHF | 99.17% | 99.17% |
24.05.2024 | 2.59% | 0.38 CHF | 0.39 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 95'095 CHF | 39'038 CHF | 99.16% | 99.16% |
23.05.2024 | 2.48% | 0.40 CHF | 0.41 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 99'727 CHF | 40'891 CHF | 99.10% | 99.10% |
22.05.2024 | 2.52% | 0.39 CHF | 0.40 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 98'110 CHF | 40'244 CHF | 99.17% | 99.17% |
21.05.2024 | 2.46% | 0.40 CHF | 0.41 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 100'603 CHF | 41'241 CHF | 99.07% | 99.07% |
17.05.2024 | 2.45% | 0.41 CHF | 0.42 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 100'745 CHF | 41'298 CHF | 99.17% | 99.17% |
16.05.2024 | 2.41% | 0.41 CHF | 0.42 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 102'359 CHF | 41'943 CHF | 99.17% | 99.17% |
15.05.2024 | 2.36% | 0.41 CHF | 0.42 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 104'733 CHF | 42'893 CHF | 94.71% | 94.71% |