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 | - | 0.17 CHF | 0.18 CHF | 500'000 | 500'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
28.05.2024 | 2.61% | 0.33 CHF | 0.34 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 189'568 CHF | 194'568 CHF | 100.00% | 100.00% |
27.05.2024 | 2.79% | 0.41 CHF | 0.42 CHF | 500'000 | 500'000 | 496'074 | 496'074 | 180'918 CHF | 185'918 CHF | 99.22% | 99.22% |
24.05.2024 | 3.10% | 0.35 CHF | 0.36 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 159'580 CHF | 164'580 CHF | 100.00% | 100.00% |
23.05.2024 | 2.61% | 0.29 CHF | 0.30 CHF | 500'000 | 500'000 | 497'843 | 497'843 | 193'602 CHF | 198'602 CHF | 100.00% | 100.00% |
22.05.2024 | 2.23% | 0.45 CHF | 0.46 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 222'263 CHF | 227'263 CHF | 100.00% | 100.00% |
21.05.2024 | 2.01% | 0.51 CHF | 0.52 CHF | 500'000 | 500'000 | 499'602 | 499'602 | 247'121 CHF | 252'121 CHF | 99.94% | 99.94% |
17.05.2024 | 1.84% | 0.51 CHF | 0.52 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 270'291 CHF | 275'291 CHF | 100.00% | 100.00% |
16.05.2024 | 1.48% | 0.66 CHF | 0.67 CHF | 500'000 | 500'000 | 499'597 | 499'597 | 336'732 CHF | 341'732 CHF | 100.00% | 100.00% |
15.05.2024 | 1.66% | 0.69 CHF | 0.70 CHF | 500'000 | 500'000 | 498'946 | 498'946 | 301'368 CHF | 306'368 CHF | 100.00% | 100.00% |