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 | 5,32% | 0,19 CHF | 0,20 CHF | 300 000 | 300 000 | 287 759 | 287 759 | 52 630 CHF | 55 508 CHF | 99,57% | 99,57% |
28/05/2024 | 7,32% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 394 236 | 394 235 | 51 898 CHF | 55 840 CHF | 99,81% | 99,81% |
27/05/2024 | 7,45% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 401 960 | 401 960 | 51 943 CHF | 55 963 CHF | 100,00% | 100,00% |
24/05/2024 | 7,05% | 0,13 CHF | 0,14 CHF | 375 000 | 375 000 | 381 807 | 381 807 | 52 263 CHF | 56 081 CHF | 100,00% | 100,00% |
23/05/2024 | 6,40% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 345 529 | 345 528 | 52 305 CHF | 55 760 CHF | 99,61% | 99,61% |
22/05/2024 | 5,73% | 0,16 CHF | 0,17 CHF | 300 000 | 300 000 | 306 958 | 306 958 | 52 052 CHF | 55 121 CHF | 98,55% | 98,55% |
21/05/2024 | 6,91% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 375 761 | 375 760 | 52 479 CHF | 56 236 CHF | 100,00% | 100,00% |
17/05/2024 | 7,00% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 379 507 | 379 507 | 52 308 CHF | 56 103 CHF | 99,65% | 99,65% |
16/05/2024 | 7,75% | 0,11 CHF | 0,12 CHF | 425 000 | 425 000 | 412 924 | 412 924 | 51 245 CHF | 55 375 CHF | 99,85% | 99,85% |
15/05/2024 | 6,58% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 356 678 | 356 678 | 52 447 CHF | 56 014 CHF | 100,00% | 100,00% |