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 | 0.68% | 1.48 CHF | 1.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 439'969 CHF | 147'656 CHF | 98.20% | 98.20% |
28.05.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 421'347 CHF | 141'449 CHF | 99.21% | 99.21% |
27.05.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 416'178 CHF | 139'726 CHF | 98.53% | 98.53% |
24.05.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 410'898 CHF | 137'966 CHF | 99.26% | 99.26% |
23.05.2024 | 0.76% | 1.34 CHF | 1.35 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 391'183 CHF | 131'394 CHF | 95.90% | 95.90% |
22.05.2024 | 0.73% | 1.32 CHF | 1.33 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 407'534 CHF | 136'845 CHF | 99.16% | 99.16% |
21.05.2024 | 0.71% | 1.35 CHF | 1.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 418'871 CHF | 140'624 CHF | 96.40% | 96.40% |
17.05.2024 | 0.73% | 1.39 CHF | 1.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 411'705 CHF | 138'235 CHF | 99.22% | 99.22% |
16.05.2024 | 0.75% | 1.35 CHF | 1.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 400'008 CHF | 134'336 CHF | 99.22% | 99.22% |
15.05.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 385'810 CHF | 129'603 CHF | 99.16% | 99.16% |