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 | 0.58% | 1.70 CHF | 1.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 85'742 CHF | 86'242 CHF | 99.60% | 99.60% |
28.05.2024 | 0.58% | 1.76 CHF | 1.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 86'380 CHF | 86'880 CHF | 99.86% | 99.86% |
27.05.2024 | 0.58% | 1.76 CHF | 1.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 86'367 CHF | 86'867 CHF | 100.00% | 100.00% |
24.05.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'840 CHF | 85'340 CHF | 100.00% | 100.00% |
23.05.2024 | 0.56% | 1.71 CHF | 1.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 89'735 CHF | 90'235 CHF | 99.52% | 99.52% |
22.05.2024 | 0.49% | 1.94 CHF | 1.95 CHF | 50'000 | 50'000 | 28'429 | 28'429 | 57'156 CHF | 57'440 CHF | 98.44% | 98.44% |
21.05.2024 | 0.48% | 2.11 CHF | 2.12 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 51'639 CHF | 51'889 CHF | 100.00% | 100.00% |
17.05.2024 | 0.52% | 2.00 CHF | 2.01 CHF | 25'000 | 25'000 | 48'371 | 48'371 | 92'932 CHF | 93'416 CHF | 100.00% | 100.00% |
16.05.2024 | 0.53% | 1.86 CHF | 1.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 93'813 CHF | 94'313 CHF | 99.86% | 99.86% |
15.05.2024 | 0.55% | 1.87 CHF | 1.88 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 90'629 CHF | 91'129 CHF | 100.00% | 100.00% |