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 | 0.80% | 1.26 CHF | 1.27 CHF | 300'000 | 300'000 | 299'957 | 299'957 | 372'570 CHF | 375'570 CHF | 100.00% | 100.00% |
28.05.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 363'910 CHF | 366'910 CHF | 100.00% | 100.00% |
27.05.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 300'000 | 300'000 | 299'747 | 299'747 | 371'355 CHF | 374'355 CHF | 99.50% | 99.50% |
24.05.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 380'536 CHF | 383'536 CHF | 100.00% | 100.00% |
23.05.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 300'000 | 300'000 | 298'374 | 298'374 | 373'883 CHF | 376'883 CHF | 100.00% | 100.00% |
22.05.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 368'319 CHF | 371'319 CHF | 100.00% | 100.00% |
21.05.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 300'000 | 300'000 | 299'968 | 299'968 | 363'861 CHF | 366'861 CHF | 99.23% | 99.23% |
17.05.2024 | 0.82% | 1.19 CHF | 1.20 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 363'609 CHF | 366'609 CHF | 100.00% | 100.00% |
16.05.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 300'000 | 300'000 | 299'760 | 299'760 | 360'526 CHF | 363'526 CHF | 100.00% | 100.00% |
15.05.2024 | 0.81% | 1.20 CHF | 1.21 CHF | 300'000 | 300'000 | 299'411 | 299'411 | 369'570 CHF | 372'570 CHF | 99.99% | 99.99% |