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 | 4.33% | 0.25 CHF | 0.26 CHF | 690'000 | 690'000 | 379'651 | 379'651 | 90'878 CHF | 94'695 CHF | 99.90% | 99.90% |
28.05.2024 | 3.92% | 0.25 CHF | 0.26 CHF | 690'000 | 690'000 | 378'023 | 378'023 | 97'990 CHF | 101'801 CHF | 98.59% | 98.59% |
27.05.2024 | 4.37% | 0.23 CHF | 0.24 CHF | 350'000 | 350'000 | 312'444 | 312'444 | 69'967 CHF | 73'091 CHF | 99.11% | 99.11% |
24.05.2024 | 4.74% | 0.23 CHF | 0.24 CHF | 690'000 | 690'000 | 381'749 | 381'749 | 81'744 CHF | 85'577 CHF | 100.00% | 100.00% |
23.05.2024 | 4.29% | 0.22 CHF | 0.23 CHF | 700'000 | 700'000 | 381'495 | 381'495 | 88'794 CHF | 92'628 CHF | 99.99% | 99.99% |
22.05.2024 | 4.00% | 0.25 CHF | 0.26 CHF | 680'000 | 680'000 | 375'420 | 375'420 | 95'333 CHF | 99'102 CHF | 100.00% | 100.00% |
21.05.2024 | 4.17% | 0.26 CHF | 0.27 CHF | 690'000 | 690'000 | 379'919 | 379'919 | 93'127 CHF | 96'944 CHF | 99.73% | 99.73% |
17.05.2024 | 4.38% | 0.23 CHF | 0.24 CHF | 700'000 | 700'000 | 382'103 | 382'103 | 88'243 CHF | 92'080 CHF | 100.00% | 100.00% |
16.05.2024 | 4.35% | 0.23 CHF | 0.24 CHF | 700'000 | 700'000 | 383'685 | 383'685 | 89'668 CHF | 93'531 CHF | 100.00% | 100.00% |
15.05.2024 | 4.80% | 0.23 CHF | 0.24 CHF | 700'000 | 700'000 | 389'366 | 389'366 | 83'565 CHF | 87'487 CHF | 100.00% | 100.00% |