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 | 2.31% | 0.42 CHF | 0.43 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 42'747 CHF | 43'747 CHF | 99.63% | 99.63% |
28.05.2024 | 2.24% | 0.44 CHF | 0.45 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 44'239 CHF | 45'239 CHF | 99.84% | 99.84% |
27.05.2024 | 2.31% | 0.44 CHF | 0.45 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 42'870 CHF | 43'870 CHF | 100.00% | 100.00% |
24.05.2024 | 2.42% | 0.42 CHF | 0.43 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 40'890 CHF | 41'890 CHF | 100.00% | 100.00% |
23.05.2024 | 2.42% | 0.40 CHF | 0.41 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 40'758 CHF | 41'758 CHF | 99.64% | 99.64% |
22.05.2024 | 2.47% | 0.40 CHF | 0.41 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 40'012 CHF | 41'012 CHF | 98.57% | 98.57% |
21.05.2024 | 2.47% | 0.39 CHF | 0.40 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 40'046 CHF | 41'046 CHF | 100.00% | 100.00% |
17.05.2024 | 2.62% | 0.38 CHF | 0.39 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 37'631 CHF | 38'631 CHF | 100.00% | 100.00% |
16.05.2024 | 2.67% | 0.37 CHF | 0.38 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 37'000 CHF | 38'000 CHF | 99.91% | 99.91% |
15.05.2024 | 2.79% | 0.37 CHF | 0.38 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 35'402 CHF | 36'402 CHF | 100.00% | 100.00% |