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 | 1.96% | 1.49 CHF | 1.52 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 37'815 CHF | 38'565 CHF | 95.38% | 95.38% |
28.05.2024 | 1.83% | 1.54 CHF | 1.57 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 40'687 CHF | 41'437 CHF | 96.53% | 96.53% |
27.05.2024 | 1.80% | 1.66 CHF | 1.69 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 41'250 CHF | 42'000 CHF | 98.59% | 98.59% |
24.05.2024 | 1.76% | 1.53 CHF | 1.56 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 38'153 CHF | 38'830 CHF | 97.35% | 97.35% |
23.05.2024 | 1.95% | 1.48 CHF | 1.51 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 38'188 CHF | 38'938 CHF | 99.41% | 99.41% |
22.05.2024 | 2.44% | 1.49 CHF | 1.51 CHF | 37'500 | 37'500 | 28'515 | 28'515 | 41'939 CHF | 42'740 CHF | 79.33% | 79.33% |
21.05.2024 | 2.79% | 1.00 CHF | 1.02 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 37'553 CHF | 38'617 CHF | 100.00% | 100.00% |
17.05.2024 | 2.87% | 0.93 CHF | 0.96 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 35'260 CHF | 36'285 CHF | 96.53% | 96.53% |
16.05.2024 | 2.82% | 0.98 CHF | 1.00 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 36'346 CHF | 37'385 CHF | 97.72% | 97.72% |
15.05.2024 | 2.96% | 0.94 CHF | 0.96 CHF | 37'500 | 37'500 | 37'126 | 37'126 | 34'459 CHF | 35'488 CHF | 98.90% | 98.90% |