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 | 3.21% | 0.26 CHF | 0.27 CHF | 300'000 | 100'000 | 241'262 | 80'421 | 73'875 CHF | 25'429 CHF | 99.38% | 99.38% |
28.05.2024 | 2.97% | 0.33 CHF | 0.34 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 74'744 CHF | 25'665 CHF | 99.37% | 99.37% |
27.05.2024 | 2.87% | 0.34 CHF | 0.35 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 77'308 CHF | 26'519 CHF | 99.37% | 99.37% |
24.05.2024 | 2.98% | 0.32 CHF | 0.33 CHF | 225'000 | 75'000 | 230'190 | 76'730 | 76'158 CHF | 26'153 CHF | 99.34% | 99.34% |
23.05.2024 | 2.94% | 0.34 CHF | 0.35 CHF | 225'000 | 75'000 | 225'068 | 75'023 | 75'457 CHF | 25'903 CHF | 99.35% | 99.35% |
22.05.2024 | 3.29% | 0.30 CHF | 0.31 CHF | 300'000 | 100'000 | 293'187 | 97'729 | 87'585 CHF | 30'172 CHF | 99.36% | 99.36% |
21.05.2024 | 3.37% | 0.29 CHF | 0.30 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 87'643 CHF | 30'214 CHF | 99.24% | 99.24% |
17.05.2024 | 2.94% | 0.31 CHF | 0.32 CHF | 300'000 | 100'000 | 262'932 | 87'644 | 87'729 CHF | 30'119 CHF | 99.37% | 99.37% |
16.05.2024 | 2.92% | 0.36 CHF | 0.37 CHF | 225'000 | 75'000 | 292'531 | 97'510 | 98'634 CHF | 33'853 CHF | 98.49% | 98.49% |
15.05.2024 | 3.24% | 0.33 CHF | 0.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 91'128 CHF | 31'376 CHF | 98.32% | 98.32% |