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 | 3.50% | 0.29 CHF | 0.30 CHF | 470'000 | 470'000 | 466'126 | 466'126 | 131'014 CHF | 135'676 CHF | 100.00% | 100.00% |
28.05.2024 | 3.55% | 0.27 CHF | 0.28 CHF | 460'000 | 460'000 | 463'018 | 463'018 | 128'354 CHF | 132'984 CHF | 99.85% | 99.85% |
27.05.2024 | 3.57% | 0.27 CHF | 0.28 CHF | 460'000 | 460'000 | 457'607 | 457'607 | 126'253 CHF | 130'834 CHF | 99.50% | 99.50% |
24.05.2024 | 3.54% | 0.27 CHF | 0.28 CHF | 460'000 | 460'000 | 458'904 | 458'904 | 127'366 CHF | 131'955 CHF | 99.99% | 99.99% |
23.05.2024 | 3.70% | 0.27 CHF | 0.28 CHF | 460'000 | 460'000 | 456'801 | 456'801 | 122'334 CHF | 126'920 CHF | 100.00% | 100.00% |
22.05.2024 | 4.02% | 0.24 CHF | 0.25 CHF | 460'000 | 460'000 | 458'103 | 458'103 | 111'736 CHF | 116'317 CHF | 100.00% | 100.00% |
21.05.2024 | 4.17% | 0.24 CHF | 0.25 CHF | 460'000 | 460'000 | 457'346 | 457'346 | 107'697 CHF | 112'277 CHF | 100.00% | 100.00% |
17.05.2024 | 3.86% | 0.24 CHF | 0.25 CHF | 460'000 | 460'000 | 458'113 | 458'113 | 116'323 CHF | 120'905 CHF | 99.33% | 99.33% |
16.05.2024 | 3.90% | 0.27 CHF | 0.28 CHF | 470'000 | 470'000 | 459'825 | 459'825 | 115'831 CHF | 120'433 CHF | 100.00% | 100.00% |
15.05.2024 | 4.26% | 0.24 CHF | 0.25 CHF | 460'000 | 460'000 | 457'042 | 457'042 | 105'558 CHF | 110'139 CHF | 100.00% | 100.00% |