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 | 4.82% | 0.28 CHF | 0.29 CHF | 175'749 | 50'000 | 172'585 | 50'000 | 49'548 CHF | 15'065 CHF | 65.09% | 65.09% |
28.05.2024 | 6.49% | 0.28 CHF | 0.30 CHF | 172'481 | 50'000 | 172'329 | 50'000 | 48'872 CHF | 15'130 CHF | 100.00% | 100.00% |
27.05.2024 | 6.45% | 0.30 CHF | 0.32 CHF | 167'814 | 50'000 | 167'814 | 50'000 | 50'344 CHF | 16'000 CHF | 98.59% | 98.59% |
24.05.2024 | 5.96% | 0.30 CHF | 0.32 CHF | 170'000 | 50'000 | 170'016 | 50'000 | 50'910 CHF | 15'893 CHF | 64.98% | 64.98% |
23.05.2024 | 5.27% | 0.29 CHF | 0.30 CHF | 174'943 | 50'000 | 177'551 | 50'000 | 49'803 CHF | 14'786 CHF | 97.91% | 97.91% |
22.05.2024 | 7.08% | 0.26 CHF | 0.28 CHF | 185'391 | 50'000 | 182'999 | 50'000 | 47'663 CHF | 13'978 CHF | 97.30% | 97.30% |
21.05.2024 | 5.79% | 0.26 CHF | 0.28 CHF | 182'319 | 50'000 | 180'542 | 50'000 | 48'466 CHF | 14'224 CHF | 99.13% | 99.13% |
17.05.2024 | 6.36% | 0.27 CHF | 0.28 CHF | 182'877 | 50'000 | 184'407 | 50'000 | 48'039 CHF | 13'883 CHF | 100.00% | 100.00% |
16.05.2024 | 5.15% | 0.27 CHF | 0.28 CHF | 182'065 | 50'000 | 181'881 | 50'000 | 48'382 CHF | 14'000 CHF | 99.02% | 99.02% |
15.05.2024 | 6.62% | 0.27 CHF | 0.29 CHF | 180'915 | 50'000 | 179'813 | 49'495 | 48'861 CHF | 14'371 CHF | 98.90% | 98.90% |