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 |
---|---|---|---|---|---|---|---|---|---|---|---|
05.06.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'429 CHF | 56'429 CHF | 98.88% | 98.88% |
04.06.2024 | 1.70% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'400 CHF | 59'400 CHF | 100.00% | 100.00% |
03.06.2024 | 1.69% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'828 CHF | 59'828 CHF | 94.60% | 94.60% |
31.05.2024 | 1.59% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'224 CHF | 63'224 CHF | 97.86% | 97.86% |
30.05.2024 | 1.60% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'038 CHF | 63'038 CHF | 99.12% | 99.12% |
29.05.2024 | 1.72% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'786 CHF | 58'786 CHF | 96.21% | 96.21% |
28.05.2024 | 1.90% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'048 CHF | 53'048 CHF | 99.38% | 99.38% |
27.05.2024 | 2.05% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 107'161 | 100'000 | 51'625 CHF | 49'296 CHF | 97.50% | 97.50% |
24.05.2024 | 2.14% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 111'739 | 100'000 | 51'701 CHF | 47'291 CHF | 95.99% | 95.99% |
23.05.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 105'124 | 100'000 | 51'750 CHF | 50'262 CHF | 96.57% | 96.57% |