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 | 0.18% | 59.70 CHF | 59.80 CHF | 5'500 | 5'500 | 3'036 | 3'036 | 177'242 CHF | 177'546 CHF | 99.84% | 99.84% |
28.05.2024 | 0.17% | 59.70 CHF | 59.80 CHF | 5'500 | 5'500 | 3'035 | 3'035 | 186'039 CHF | 186'344 CHF | 98.11% | 98.11% |
27.05.2024 | 0.18% | 57.30 CHF | 57.40 CHF | 2'800 | 2'800 | 2'478 | 2'478 | 140'490 CHF | 140'738 CHF | 99.11% | 99.11% |
24.05.2024 | 0.18% | 57.80 CHF | 57.90 CHF | 5'800 | 5'800 | 3'282 | 3'282 | 182'833 CHF | 183'162 CHF | 99.99% | 99.99% |
23.05.2024 | 0.17% | 57.40 CHF | 57.50 CHF | 5'400 | 5'400 | 2'994 | 2'994 | 176'090 CHF | 176'390 CHF | 99.97% | 99.97% |
22.05.2024 | 0.17% | 61.80 CHF | 61.90 CHF | 5'100 | 5'100 | 2'856 | 2'856 | 176'642 CHF | 176'928 CHF | 100.00% | 100.00% |
21.05.2024 | 0.17% | 62.10 CHF | 62.20 CHF | 5'300 | 5'300 | 2'933 | 2'933 | 177'549 CHF | 177'843 CHF | 99.20% | 99.20% |
17.05.2024 | 0.17% | 58.00 CHF | 58.10 CHF | 5'500 | 5'500 | 3'057 | 3'057 | 177'751 CHF | 178'057 CHF | 99.52% | 99.52% |
16.05.2024 | 0.18% | 58.10 CHF | 58.20 CHF | 5'500 | 5'500 | 3'040 | 3'040 | 177'177 CHF | 177'482 CHF | 99.93% | 99.93% |
15.05.2024 | 0.19% | 57.90 CHF | 58.00 CHF | 5'700 | 5'700 | 3'221 | 3'221 | 178'031 CHF | 178'355 CHF | 100.00% | 100.00% |