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 | 1.71% | 4.18 CHF | 4.26 CHF | 15'100 | 15'100 | 16'120 | 16'120 | 67'461 CHF | 68'622 CHF | 99.99% | 99.99% |
28.05.2024 | 1.77% | 3.82 CHF | 3.89 CHF | 16'400 | 16'400 | 16'247 | 16'247 | 63'576 CHF | 64'713 CHF | 100.00% | 100.00% |
27.05.2024 | 1.85% | 3.55 CHF | 3.62 CHF | 16'200 | 16'200 | 16'189 | 16'189 | 60'761 CHF | 61'895 CHF | 98.61% | 98.61% |
24.05.2024 | 1.70% | 4.10 CHF | 4.17 CHF | 16'200 | 16'200 | 17'554 | 17'554 | 71'611 CHF | 72'839 CHF | 99.17% | 99.17% |
23.05.2024 | 1.61% | 4.01 CHF | 4.08 CHF | 17'900 | 17'900 | 18'974 | 18'974 | 72'837 CHF | 74'017 CHF | 99.94% | 99.94% |
22.05.2024 | 1.72% | 3.53 CHF | 3.59 CHF | 19'300 | 19'300 | 21'229 | 21'229 | 73'522 CHF | 74'795 CHF | 100.00% | 100.00% |
21.05.2024 | 1.82% | 3.05 CHF | 3.11 CHF | 21'800 | 21'800 | 19'601 | 19'601 | 64'055 CHF | 65'232 CHF | 100.00% | 100.00% |
17.05.2024 | 1.62% | 3.51 CHF | 3.58 CHF | 17'700 | 17'700 | 19'271 | 19'271 | 73'510 CHF | 74'704 CHF | 100.00% | 100.00% |
16.05.2024 | 1.68% | 3.75 CHF | 3.81 CHF | 19'700 | 19'700 | 19'530 | 19'530 | 69'293 CHF | 70'466 CHF | 100.00% | 100.00% |
15.05.2024 | 1.82% | 3.53 CHF | 3.59 CHF | 19'500 | 19'500 | 16'614 | 16'614 | 61'573 CHF | 62'694 CHF | 100.00% | 100.00% |