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 | 3.45% | 0.50 CHF | 0.51 CHF | 100'000 | 20'000 | 100'232 | 8'357 | 53'389 CHF | 4'507 CHF | 99.64% | 99.64% |
28.05.2024 | 3.11% | 0.55 CHF | 0.56 CHF | 100'000 | 20'000 | 91'056 | 8'356 | 53'854 CHF | 4'960 CHF | 99.64% | 99.64% |
27.05.2024 | 4.88% | 0.60 CHF | 0.63 CHF | 90'000 | 6'000 | 90'000 | 6'000 | 54'021 CHF | 3'781 CHF | 99.68% | 99.68% |
24.05.2024 | 3.15% | 0.60 CHF | 0.61 CHF | 90'000 | 20'000 | 90'000 | 8'357 | 53'225 CHF | 5'109 CHF | 99.58% | 99.58% |
23.05.2024 | 2.79% | 0.61 CHF | 0.62 CHF | 90'000 | 20'000 | 81'787 | 8'363 | 54'005 CHF | 5'514 CHF | 99.63% | 99.63% |
22.05.2024 | 3.21% | 0.66 CHF | 0.67 CHF | 80'000 | 20'000 | 89'289 | 8'391 | 51'788 CHF | 5'110 CHF | 98.48% | 98.48% |
21.05.2024 | 3.27% | 0.56 CHF | 0.57 CHF | 90'000 | 20'000 | 90'000 | 8'367 | 51'194 CHF | 4'897 CHF | 99.65% | 99.65% |
17.05.2024 | 3.05% | 0.57 CHF | 0.59 CHF | 90'000 | 20'000 | 90'000 | 8'365 | 54'644 CHF | 5'145 CHF | 99.64% | 99.64% |
16.05.2024 | 3.10% | 0.60 CHF | 0.61 CHF | 90'000 | 20'000 | 90'000 | 8'365 | 53'935 CHF | 5'152 CHF | 99.64% | 99.64% |
15.05.2024 | 3.30% | 0.59 CHF | 0.60 CHF | 90'000 | 20'000 | 90'704 | 8'368 | 51'281 CHF | 4'927 CHF | 99.64% | 99.64% |