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 | 3.32% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 177'742 CHF | 61'248 CHF | 99.49% | 99.49% |
28.05.2024 | 2.98% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 198'448 CHF | 68'149 CHF | 99.50% | 99.50% |
27.05.2024 | 3.04% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 194'246 CHF | 66'749 CHF | 96.82% | 96.82% |
24.05.2024 | 2.94% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 200'835 CHF | 68'945 CHF | 98.27% | 98.27% |
23.05.2024 | 2.99% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 197'689 CHF | 67'896 CHF | 96.08% | 96.08% |
22.05.2024 | 3.25% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 181'972 CHF | 62'657 CHF | 96.49% | 96.49% |
21.05.2024 | 3.00% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 197'901 CHF | 67'967 CHF | 96.88% | 96.88% |
17.05.2024 | 3.15% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 187'589 CHF | 64'530 CHF | 96.61% | 96.61% |
16.05.2024 | 3.12% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 189'250 CHF | 65'083 CHF | 99.15% | 99.15% |
15.05.2024 | 3.14% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 187'981 CHF | 64'660 CHF | 99.72% | 99.72% |