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 | 0.83% | 1.13 CHF | 1.14 CHF | 840'000 | 840'000 | 839'728 | 839'728 | 1'014'130 CHF | 1'022'530 CHF | 99.55% | 99.55% |
28.05.2024 | 0.68% | 1.37 CHF | 1.38 CHF | 810'000 | 810'000 | 810'000 | 810'000 | 1'193'320 CHF | 1'201'420 CHF | 99.83% | 99.83% |
27.05.2024 | 0.70% | 1.47 CHF | 1.48 CHF | 840'000 | 840'000 | 839'406 | 839'406 | 1'198'900 CHF | 1'207'300 CHF | 97.92% | 97.92% |
24.05.2024 | 0.84% | 1.40 CHF | 1.41 CHF | 830'000 | 830'000 | 818'516 | 818'516 | 1'063'910 CHF | 1'072'170 CHF | 99.65% | 99.65% |
23.05.2024 | 0.70% | 1.39 CHF | 1.40 CHF | 830'000 | 830'000 | 830'000 | 830'000 | 1'182'550 CHF | 1'190'850 CHF | 98.65% | 98.65% |
22.05.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 820'000 | 820'000 | 820'000 | 820'000 | 1'147'880 CHF | 1'156'080 CHF | 100.00% | 100.00% |
21.05.2024 | 0.70% | 1.46 CHF | 1.47 CHF | 800'000 | 800'000 | 799'088 | 799'088 | 1'138'050 CHF | 1'146'050 CHF | 100.00% | 100.00% |
17.05.2024 | 0.69% | 1.49 CHF | 1.50 CHF | 820'000 | 820'000 | 820'000 | 820'000 | 1'181'450 CHF | 1'189'650 CHF | 100.00% | 100.00% |
16.05.2024 | 0.61% | 1.50 CHF | 1.51 CHF | 760'000 | 760'000 | 758'968 | 758'968 | 1'237'000 CHF | 1'244'600 CHF | 100.00% | 100.00% |
15.05.2024 | 0.70% | 1.76 CHF | 1.77 CHF | 810'000 | 810'000 | 778'431 | 778'431 | 1'312'830 CHF | 1'320'800 CHF | 99.53% | 99.53% |