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 | 0.29% | 3.46 CHF | 3.47 CHF | 50'000 | 50'000 | 30'387 | 30'387 | 104'553 CHF | 104'857 CHF | 99.16% | 99.16% |
28.05.2024 | 0.29% | 3.42 CHF | 3.43 CHF | 50'000 | 50'000 | 30'472 | 30'472 | 105'139 CHF | 105'444 CHF | 98.88% | 98.88% |
27.05.2024 | 0.29% | 3.44 CHF | 3.45 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 85'996 CHF | 86'246 CHF | 96.33% | 96.33% |
24.05.2024 | 0.30% | 3.51 CHF | 3.52 CHF | 50'000 | 50'000 | 30'429 | 30'429 | 101'227 CHF | 101'531 CHF | 99.64% | 99.64% |
23.05.2024 | 0.30% | 3.31 CHF | 3.32 CHF | 50'000 | 50'000 | 30'481 | 30'481 | 102'255 CHF | 102'559 CHF | 98.62% | 98.62% |
22.05.2024 | 0.31% | 3.39 CHF | 3.40 CHF | 50'000 | 50'000 | 30'637 | 30'637 | 100'541 CHF | 100'847 CHF | 95.98% | 95.98% |
21.05.2024 | 0.30% | 3.26 CHF | 3.27 CHF | 50'000 | 50'000 | 30'424 | 30'424 | 99'751 CHF | 100'055 CHF | 99.60% | 99.60% |
17.05.2024 | 0.30% | 3.33 CHF | 3.34 CHF | 50'000 | 50'000 | 30'346 | 30'346 | 101'577 CHF | 101'881 CHF | 98.85% | 98.85% |
16.05.2024 | 0.29% | 3.41 CHF | 3.42 CHF | 50'000 | 50'000 | 30'443 | 30'443 | 105'071 CHF | 105'375 CHF | 98.80% | 98.80% |
15.05.2024 | 0.30% | 3.37 CHF | 3.38 CHF | 50'000 | 50'000 | 30'548 | 30'548 | 102'375 CHF | 102'680 CHF | 97.52% | 97.52% |