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 | 6.60% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 326'027 | 326'027 | 52'048 CHF | 55'611 CHF | 98.94% | 98.94% |
28.05.2024 | 12.82% | 0.15 CHF | 0.17 CHF | 350'000 | 350'000 | 359'506 | 359'506 | 52'497 CHF | 59'687 CHF | 99.18% | 99.18% |
27.05.2024 | 12.92% | 0.15 CHF | 0.17 CHF | 350'000 | 350'000 | 362'364 | 362'364 | 52'450 CHF | 59'697 CHF | 99.39% | 99.39% |
24.05.2024 | 13.04% | 0.14 CHF | 0.16 CHF | 375'000 | 375'000 | 365'721 | 365'721 | 52'450 CHF | 59'765 CHF | 99.38% | 99.38% |
23.05.2024 | 13.33% | 0.14 CHF | 0.16 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 52'500 CHF | 60'000 CHF | 99.08% | 99.08% |
22.05.2024 | 12.75% | 0.14 CHF | 0.16 CHF | 375'000 | 375'000 | 357'618 | 357'618 | 52'509 CHF | 59'662 CHF | 97.89% | 97.89% |
21.05.2024 | 12.43% | 0.15 CHF | 0.17 CHF | 350'000 | 350'000 | 347'984 | 347'984 | 52'498 CHF | 59'457 CHF | 99.38% | 99.38% |
17.05.2024 | 12.50% | 0.15 CHF | 0.17 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 52'500 CHF | 59'500 CHF | 99.05% | 99.05% |
16.05.2024 | 12.56% | 0.15 CHF | 0.17 CHF | 350'000 | 350'000 | 351'313 | 351'313 | 52'440 CHF | 59'466 CHF | 99.24% | 99.24% |
15.05.2024 | 12.25% | 0.15 CHF | 0.17 CHF | 350'000 | 350'000 | 342'294 | 342'294 | 52'474 CHF | 59'320 CHF | 99.39% | 99.39% |