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 | 0.84% | 1.23 CHF | 1.24 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 71'407 CHF | 72'007 CHF | 100.00% | 100.00% |
28.05.2024 | 0.89% | 1.17 CHF | 1.18 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 67'027 CHF | 67'627 CHF | 100.00% | 100.00% |
27.05.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 64'583 CHF | 65'183 CHF | 99.93% | 99.93% |
24.05.2024 | 0.98% | 1.04 CHF | 1.05 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 71'352 CHF | 72'052 CHF | 100.00% | 100.00% |
23.05.2024 | 1.06% | 0.98 CHF | 0.99 CHF | 90'000 | 90'000 | 88'490 | 88'490 | 83'203 CHF | 84'088 CHF | 99.61% | 99.61% |
22.05.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 76'400 CHF | 77'300 CHF | 100.00% | 100.00% |
21.05.2024 | 1.27% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 78'377 CHF | 79'377 CHF | 100.00% | 100.00% |
17.05.2024 | 1.31% | 0.74 CHF | 0.75 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 68'493 CHF | 69'393 CHF | 100.00% | 100.00% |
16.05.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 90'000 | 90'000 | 89'128 | 89'128 | 72'384 CHF | 73'275 CHF | 100.00% | 100.00% |
15.05.2024 | 1.11% | 0.82 CHF | 0.83 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 71'521 CHF | 72'321 CHF | 100.00% | 100.00% |