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 | 2.12% | 0.88 CHF | 0.90 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 23'357 CHF | 23'857 CHF | 99.47% | 99.47% |
28.05.2024 | 1.90% | 1.02 CHF | 1.04 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 26'094 CHF | 26'594 CHF | 99.75% | 99.75% |
27.05.2024 | 1.88% | 1.04 CHF | 1.06 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 26'293 CHF | 26'793 CHF | 99.33% | 99.33% |
24.05.2024 | 1.89% | 1.12 CHF | 1.14 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 26'211 CHF | 26'711 CHF | 100.00% | 100.00% |
23.05.2024 | 1.84% | 1.10 CHF | 1.12 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 26'992 CHF | 27'492 CHF | 99.55% | 99.55% |
22.05.2024 | 2.18% | 1.00 CHF | 1.02 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'759 CHF | 23'259 CHF | 98.23% | 98.23% |
21.05.2024 | 2.27% | 0.88 CHF | 0.90 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'834 CHF | 22'334 CHF | 100.00% | 100.00% |
17.05.2024 | 2.27% | 0.85 CHF | 0.87 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'825 CHF | 22'325 CHF | 100.00% | 100.00% |
16.05.2024 | 2.13% | 0.93 CHF | 0.95 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 23'257 CHF | 23'757 CHF | 99.77% | 99.77% |
15.05.2024 | 2.11% | 0.96 CHF | 0.98 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 23'418 CHF | 23'918 CHF | 100.00% | 100.00% |