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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.05.2024 | 2.18% | 0.63 CHF | 0.65 CHF | 80'000 | 75'000 | 80'031 | 75'000 | 51'459 CHF | 49'287 CHF | 100.00% | 100.00% |
24.05.2024 | 2.19% | 0.64 CHF | 0.66 CHF | 80'000 | 75'000 | 79'998 | 75'000 | 54'556 CHF | 52'280 CHF | 97.35% | 97.35% |
23.05.2024 | 2.15% | 0.64 CHF | 0.66 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 52'815 CHF | 50'587 CHF | 99.38% | 99.38% |
22.05.2024 | 2.02% | 0.70 CHF | 0.71 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 55'167 CHF | 52'775 CHF | 97.30% | 97.30% |
21.05.2024 | 2.04% | 0.66 CHF | 0.67 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 51'892 CHF | 49'652 CHF | 99.95% | 99.95% |
17.05.2024 | 1.93% | 0.68 CHF | 0.70 CHF | 80'000 | 75'000 | 79'455 | 75'000 | 55'987 CHF | 53'888 CHF | 100.00% | 100.00% |
16.05.2024 | 2.13% | 0.70 CHF | 0.72 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 52'924 CHF | 50'683 CHF | 99.25% | 99.25% |
15.05.2024 | 2.00% | 0.65 CHF | 0.67 CHF | 80'000 | 75'000 | 79'672 | 74'496 | 53'636 CHF | 51'204 CHF | 98.90% | 98.90% |
14.05.2024 | 1.78% | 0.74 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'604 CHF | 59'653 CHF | 100.00% | 100.00% |
13.05.2024 | 1.83% | 0.75 CHF | 0.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'948 CHF | 57'997 CHF | 100.00% | 100.00% |