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 | 0.88% | 1.20 CHF | 1.25 CHF | 9'300 | 9'300 | 60'267 | 60'267 | 76'724 CHF | 77'338 CHF | 98.24% | 98.24% |
28.05.2024 | 1.15% | 1.19 CHF | 1.23 CHF | 9'700 | 9'700 | 62'400 | 62'400 | 73'364 CHF | 73'997 CHF | 98.68% | 98.68% |
27.05.2024 | 1.44% | 1.08 CHF | 1.30 CHF | 1'050 | 1'050 | 67'590 | 67'590 | 76'960 CHF | 77'644 CHF | 98.63% | 98.63% |
24.05.2024 | 1.41% | 0.98 CHF | 1.20 CHF | 1'110 | 1'110 | 72'548 | 72'548 | 76'948 CHF | 77'679 CHF | 98.25% | 98.25% |
23.05.2024 | 1.71% | 0.88 CHF | 1.12 CHF | 960 | 960 | 61'828 | 61'828 | 61'588 CHF | 62'213 CHF | 98.55% | 98.55% |
22.05.2024 | 1.41% | 1.05 CHF | 1.28 CHF | 1'030 | 1'030 | 65'988 | 65'988 | 80'282 CHF | 80'949 CHF | 98.95% | 98.95% |
21.05.2024 | 1.48% | 0.99 CHF | 1.26 CHF | 790 | 790 | 50'968 | 50'968 | 63'872 CHF | 64'388 CHF | 98.28% | 98.28% |
17.05.2024 | 1.27% | 1.31 CHF | 1.56 CHF | 890 | 890 | 57'028 | 57'028 | 77'603 CHF | 78'180 CHF | 98.22% | 98.22% |
16.05.2024 | 1.24% | 1.21 CHF | 1.45 CHF | 930 | 930 | 59'703 | 59'703 | 77'450 CHF | 78'053 CHF | 98.45% | 98.45% |
15.05.2024 | 1.41% | 1.12 CHF | 1.37 CHF | 840 | 840 | 54'598 | 54'598 | 67'682 CHF | 68'236 CHF | 98.97% | 98.97% |