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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.05.2024 | 1.86% | 0.58 CHF | 0.59 CHF | 260'000 | 260'000 | 259'832 | 259'832 | 138'990 CHF | 141'590 CHF | 99.15% | 99.15% |
24.05.2024 | 1.92% | 0.51 CHF | 0.52 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 129'192 CHF | 131'692 CHF | 100.00% | 100.00% |
23.05.2024 | 1.53% | 0.54 CHF | 0.55 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 124'051 CHF | 125'951 CHF | 99.94% | 99.94% |
22.05.2024 | 0.98% | 0.88 CHF | 0.89 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 184'324 CHF | 186'124 CHF | 100.00% | 100.00% |
21.05.2024 | 0.89% | 1.20 CHF | 1.21 CHF | 170'000 | 170'000 | 169'814 | 169'814 | 190'367 CHF | 192'067 CHF | 100.00% | 100.00% |
17.05.2024 | 1.11% | 1.02 CHF | 1.03 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 179'564 CHF | 181'564 CHF | 100.00% | 100.00% |
16.05.2024 | 1.18% | 0.81 CHF | 0.82 CHF | 200'000 | 200'000 | 199'751 | 199'751 | 169'022 CHF | 171'022 CHF | 99.64% | 99.64% |
15.05.2024 | 1.30% | 0.85 CHF | 0.86 CHF | 230'000 | 230'000 | 229'575 | 229'575 | 176'950 CHF | 179'250 CHF | 99.06% | 99.06% |
14.05.2024 | 1.56% | 0.67 CHF | 0.68 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 159'569 CHF | 162'069 CHF | 99.70% | 99.70% |
13.05.2024 | 1.56% | 0.60 CHF | 0.61 CHF | 210'000 | 210'000 | 210'000 | 210'000 | 133'614 CHF | 135'714 CHF | 99.44% | 99.44% |