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 | 4.08% | 0.74 CHF | 0.77 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'004 CHF | 18'754 CHF | 95.39% | 95.39% |
28.05.2024 | 4.80% | 0.70 CHF | 0.73 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'273 CHF | 16'023 CHF | 96.53% | 96.53% |
27.05.2024 | 5.04% | 0.57 CHF | 0.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'588 CHF | 15'338 CHF | 98.59% | 98.59% |
24.05.2024 | 4.15% | 0.70 CHF | 0.73 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'712 CHF | 18'462 CHF | 97.35% | 97.35% |
23.05.2024 | 4.19% | 0.76 CHF | 0.79 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'561 CHF | 18'311 CHF | 99.41% | 99.41% |
22.05.2024 | 4.58% | 0.73 CHF | 0.76 CHF | 37'500 | 37'500 | 28'515 | 28'515 | 21'134 CHF | 21'990 CHF | 79.33% | 79.33% |
21.05.2024 | 2.30% | 1.23 CHF | 1.25 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 45'759 CHF | 46'822 CHF | 100.00% | 100.00% |
17.05.2024 | 1.86% | 1.30 CHF | 1.32 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 48'312 CHF | 49'219 CHF | 92.40% | 92.40% |
16.05.2024 | 1.88% | 1.25 CHF | 1.28 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 47'217 CHF | 48'115 CHF | 97.72% | 97.72% |
15.05.2024 | 1.94% | 1.29 CHF | 1.32 CHF | 37'500 | 37'500 | 37'126 | 37'126 | 48'228 CHF | 49'166 CHF | 98.90% | 98.90% |