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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.05.2024 | 3.01% | 0.34 CHF | 0.35 CHF | 60'000 | 60'000 | 59'604 | 59'604 | 19'754 CHF | 20'354 CHF | 98.96% | 98.96% |
24.05.2024 | 3.03% | 0.31 CHF | 0.32 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 19'516 CHF | 20'116 CHF | 100.00% | 100.00% |
23.05.2024 | 3.32% | 0.29 CHF | 0.30 CHF | 60'000 | 60'000 | 59'712 | 59'712 | 17'889 CHF | 18'489 CHF | 100.00% | 100.00% |
22.05.2024 | 3.53% | 0.28 CHF | 0.29 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 16'687 CHF | 17'287 CHF | 100.00% | 100.00% |
21.05.2024 | 3.66% | 0.27 CHF | 0.28 CHF | 60'000 | 60'000 | 59'942 | 59'942 | 16'115 CHF | 16'715 CHF | 100.00% | 100.00% |
17.05.2024 | 3.28% | 0.28 CHF | 0.29 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 18'034 CHF | 18'634 CHF | 99.33% | 99.33% |
16.05.2024 | 2.84% | 0.34 CHF | 0.35 CHF | 65'000 | 65'000 | 64'920 | 64'920 | 22'578 CHF | 23'228 CHF | 100.00% | 100.00% |
15.05.2024 | 3.16% | 0.34 CHF | 0.35 CHF | 65'000 | 65'000 | 61'823 | 61'823 | 19'394 CHF | 20'013 CHF | 100.00% | 100.00% |
14.05.2024 | 3.17% | 0.28 CHF | 0.29 CHF | 60'000 | 60'000 | 62'586 | 62'586 | 19'504 CHF | 20'130 CHF | 100.00% | 100.00% |
13.05.2024 | 2.84% | 0.34 CHF | 0.35 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 22'609 CHF | 23'259 CHF | 100.00% | 100.00% |