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 | 5.44% | 0.43 CHF | 0.44 CHF | 120'000 | 10'000 | 112'290 | 4'129 | 51'026 CHF | 1'927 CHF | 99.67% | 99.67% |
28.05.2024 | 4.81% | 0.48 CHF | 0.49 CHF | 110'000 | 10'000 | 102'090 | 4'129 | 52'444 CHF | 2'152 CHF | 99.67% | 99.67% |
27.05.2024 | 5.55% | 0.52 CHF | 0.55 CHF | 100'000 | 2'500 | 100'000 | 2'500 | 52'565 CHF | 1'389 CHF | 99.68% | 99.68% |
24.05.2024 | 4.89% | 0.53 CHF | 0.54 CHF | 100'000 | 10'000 | 100'031 | 4'124 | 51'356 CHF | 2'222 CHF | 99.59% | 99.59% |
23.05.2024 | 4.25% | 0.53 CHF | 0.54 CHF | 100'000 | 10'000 | 92'037 | 4'129 | 53'624 CHF | 2'421 CHF | 99.66% | 99.66% |
22.05.2024 | 5.02% | 0.59 CHF | 0.60 CHF | 90'000 | 10'000 | 107'314 | 4'146 | 53'810 CHF | 2'225 CHF | 98.50% | 98.50% |
21.05.2024 | 5.08% | 0.49 CHF | 0.50 CHF | 110'000 | 10'000 | 109'249 | 4'130 | 53'678 CHF | 2'119 CHF | 99.68% | 99.68% |
17.05.2024 | 4.69% | 0.50 CHF | 0.51 CHF | 100'000 | 10'000 | 100'000 | 4'129 | 52'999 CHF | 2'242 CHF | 99.67% | 99.67% |
16.05.2024 | 4.79% | 0.52 CHF | 0.53 CHF | 100'000 | 10'000 | 100'000 | 4'129 | 52'263 CHF | 2'248 CHF | 99.67% | 99.67% |
15.05.2024 | 5.14% | 0.52 CHF | 0.53 CHF | 100'000 | 10'000 | 107'826 | 4'130 | 52'636 CHF | 2'137 CHF | 99.67% | 99.67% |