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 | 0.52% | 1.93 CHF | 1.94 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 76'225 CHF | 76'625 CHF | 100.00% | 100.00% |
28.05.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 81'126 CHF | 81'576 CHF | 100.00% | 100.00% |
27.05.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 71'047 CHF | 71'447 CHF | 99.88% | 99.88% |
24.05.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 78'645 CHF | 79'095 CHF | 100.00% | 100.00% |
23.05.2024 | 0.61% | 1.70 CHF | 1.71 CHF | 45'000 | 45'000 | 42'681 | 42'681 | 70'381 CHF | 70'807 CHF | 100.00% | 100.00% |
22.05.2024 | 0.58% | 1.67 CHF | 1.68 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 51'990 CHF | 52'290 CHF | 100.00% | 100.00% |
21.05.2024 | 0.56% | 1.72 CHF | 1.73 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 44'897 CHF | 45'147 CHF | 100.00% | 100.00% |
17.05.2024 | 0.57% | 1.79 CHF | 1.80 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 52'748 CHF | 53'048 CHF | 97.24% | 97.24% |
16.05.2024 | 0.59% | 1.72 CHF | 1.73 CHF | 30'000 | 30'000 | 30'264 | 30'264 | 51'410 CHF | 51'712 CHF | 100.00% | 100.00% |
15.05.2024 | 0.61% | 1.66 CHF | 1.67 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 48'900 CHF | 49'200 CHF | 100.00% | 100.00% |