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 | 0.33% | 3.06 CHF | 3.07 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 605'353 CHF | 607'353 CHF | 100.00% | 100.00% |
24.05.2024 | 0.34% | 3.03 CHF | 3.04 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 592'228 CHF | 594'228 CHF | 99.93% | 99.93% |
23.05.2024 | 0.32% | 3.06 CHF | 3.07 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 623'560 CHF | 625'560 CHF | 100.00% | 100.00% |
22.05.2024 | 0.33% | 3.05 CHF | 3.06 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 613'529 CHF | 615'529 CHF | 100.00% | 100.00% |
21.05.2024 | 0.32% | 3.15 CHF | 3.16 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 632'111 CHF | 634'111 CHF | 100.00% | 100.00% |
17.05.2024 | 0.31% | 3.20 CHF | 3.21 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 635'231 CHF | 637'231 CHF | 100.00% | 100.00% |
16.05.2024 | 0.33% | 3.02 CHF | 3.03 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 608'197 CHF | 610'197 CHF | 100.00% | 100.00% |
15.05.2024 | 0.35% | 2.94 CHF | 2.95 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 564'042 CHF | 566'042 CHF | 100.00% | 100.00% |
14.05.2024 | 0.38% | 2.72 CHF | 2.73 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 527'818 CHF | 529'818 CHF | 92.22% | 92.22% |
13.05.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 527'608 CHF | 529'608 CHF | 100.00% | 100.00% |