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 | 13.95% | 0.68 CHF | 0.73 CHF | 80'000 | 20'000 | 88'963 | 7'472 | 53'082 CHF | 5'153 CHF | 99.57% | 99.57% |
28.05.2024 | 13.61% | 0.63 CHF | 0.68 CHF | 80'000 | 20'000 | 87'297 | 7'379 | 53'648 CHF | 5'224 CHF | 98.84% | 98.84% |
27.05.2024 | 14.18% | 0.60 CHF | 0.70 CHF | 90'000 | 4'000 | 81'789 | 4'000 | 53'588 CHF | 3'025 CHF | 99.68% | 99.68% |
24.05.2024 | 11.87% | 0.72 CHF | 0.77 CHF | 70'000 | 20'000 | 78'403 | 7'653 | 54'977 CHF | 5'956 CHF | 92.63% | 92.63% |
23.05.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
22.05.2024 | 15.92% | 0.59 CHF | 0.64 CHF | 90'000 | 30'000 | 99'691 | 11'096 | 51'893 CHF | 6'881 CHF | 97.49% | 97.49% |
21.05.2024 | 17.25% | 0.48 CHF | 0.53 CHF | 110'000 | 30'000 | 110'701 | 11'155 | 52'278 CHF | 6'144 CHF | 99.24% | 99.24% |
17.05.2024 | 14.72% | 0.53 CHF | 0.58 CHF | 100'000 | 30'000 | 93'737 | 11'208 | 51'903 CHF | 6'807 CHF | 99.57% | 99.57% |
16.05.2024 | 13.49% | 0.61 CHF | 0.66 CHF | 90'000 | 20'000 | 87'740 | 7'473 | 54'090 CHF | 5'228 CHF | 99.57% | 99.57% |
15.05.2024 | 12.18% | 0.62 CHF | 0.67 CHF | 90'000 | 20'000 | 77'593 | 7'488 | 53'529 CHF | 5'868 CHF | 99.10% | 99.10% |