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 | 5.11% | 0.17 CHF | 0.18 CHF | 195'793 | 100'000 | 194'288 | 100'000 | 37'201 CHF | 20'155 CHF | 96.37% | 96.37% |
28.05.2024 | 4.08% | 0.23 CHF | 0.24 CHF | 190'669 | 100'000 | 189'948 | 100'000 | 45'697 CHF | 25'059 CHF | 100.00% | 100.00% |
27.05.2024 | 4.10% | 0.24 CHF | 0.25 CHF | 191'058 | 100'000 | 190'612 | 100'000 | 45'567 CHF | 24'906 CHF | 100.00% | 100.00% |
24.05.2024 | 4.40% | 0.24 CHF | 0.25 CHF | 191'305 | 100'000 | 192'346 | 100'000 | 42'786 CHF | 23'245 CHF | 95.48% | 95.48% |
23.05.2024 | 3.70% | 0.26 CHF | 0.27 CHF | 189'634 | 100'000 | 188'153 | 100'000 | 49'911 CHF | 27'537 CHF | 88.39% | 88.39% |
22.05.2024 | 3.60% | 0.26 CHF | 0.27 CHF | 188'893 | 100'000 | 184'595 | 100'000 | 50'350 CHF | 28'300 CHF | 78.47% | 78.47% |
21.05.2024 | 4.57% | 0.22 CHF | 0.23 CHF | 192'105 | 100'000 | 192'167 | 100'000 | 41'095 CHF | 22'386 CHF | 100.00% | 100.00% |
17.05.2024 | 4.00% | 0.24 CHF | 0.25 CHF | 189'295 | 100'000 | 189'505 | 100'000 | 46'421 CHF | 25'498 CHF | 100.00% | 100.00% |
16.05.2024 | 3.91% | 0.26 CHF | 0.27 CHF | 187'808 | 100'000 | 187'833 | 100'000 | 47'124 CHF | 26'089 CHF | 99.33% | 99.33% |
15.05.2024 | 3.99% | 0.26 CHF | 0.27 CHF | 187'453 | 100'000 | 188'297 | 99'241 | 47'005 CHF | 25'778 CHF | 98.94% | 98.94% |