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 | 2.77% | 0.36 CHF | 0.37 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 14'234 CHF | 14'634 CHF | 100.00% | 100.00% |
28.05.2024 | 2.89% | 0.34 CHF | 0.35 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 13'622 CHF | 14'022 CHF | 100.00% | 100.00% |
27.05.2024 | 2.98% | 0.33 CHF | 0.34 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 13'204 CHF | 13'604 CHF | 99.95% | 99.95% |
24.05.2024 | 2.97% | 0.33 CHF | 0.34 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 13'262 CHF | 13'662 CHF | 100.00% | 100.00% |
23.05.2024 | 2.99% | 0.33 CHF | 0.34 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 13'201 CHF | 13'601 CHF | 100.00% | 100.00% |
22.05.2024 | 2.87% | 0.34 CHF | 0.35 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 13'734 CHF | 14'134 CHF | 100.00% | 100.00% |
21.05.2024 | 2.97% | 0.33 CHF | 0.34 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 14'926 CHF | 15'376 CHF | 100.00% | 100.00% |
17.05.2024 | 3.12% | 0.32 CHF | 0.33 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 14'214 CHF | 14'664 CHF | 100.00% | 100.00% |
16.05.2024 | 3.11% | 0.31 CHF | 0.32 CHF | 45'000 | 45'000 | 44'912 | 44'912 | 14'199 CHF | 14'648 CHF | 100.00% | 100.00% |
15.05.2024 | 3.32% | 0.30 CHF | 0.31 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 13'347 CHF | 13'797 CHF | 100.00% | 100.00% |