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 | 0.16% | 18.56 CHF | 18.59 CHF | 7'300 | 7'300 | 7'351 | 7'351 | 133'754 CHF | 133'974 CHF | 99.98% | 99.98% |
28.05.2024 | 0.18% | 16.83 CHF | 16.86 CHF | 7'600 | 7'600 | 7'569 | 7'569 | 129'257 CHF | 129'484 CHF | 99.99% | 99.99% |
27.05.2024 | 0.17% | 17.28 CHF | 17.31 CHF | 7'500 | 7'500 | 7'461 | 7'461 | 129'448 CHF | 129'672 CHF | 97.15% | 97.15% |
24.05.2024 | 0.17% | 17.67 CHF | 17.70 CHF | 7'600 | 7'600 | 7'569 | 7'569 | 130'863 CHF | 131'090 CHF | 100.00% | 100.00% |
23.05.2024 | 0.17% | 16.97 CHF | 17.00 CHF | 7'300 | 7'300 | 7'218 | 7'218 | 125'959 CHF | 126'175 CHF | 99.99% | 99.99% |
22.05.2024 | 0.16% | 18.09 CHF | 18.12 CHF | 6'700 | 6'700 | 6'672 | 6'672 | 125'395 CHF | 125'595 CHF | 100.00% | 100.00% |
21.05.2024 | 0.16% | 19.13 CHF | 19.16 CHF | 6'800 | 6'800 | 6'754 | 6'754 | 125'181 CHF | 125'384 CHF | 99.99% | 99.99% |
17.05.2024 | 0.20% | 19.49 CHF | 19.53 CHF | 6'600 | 6'600 | 6'573 | 6'573 | 128'286 CHF | 128'549 CHF | 100.00% | 100.00% |
16.05.2024 | 0.20% | 19.29 CHF | 19.33 CHF | 6'400 | 6'400 | 6'344 | 6'344 | 125'183 CHF | 125'437 CHF | 99.99% | 99.99% |
15.05.2024 | 0.16% | 20.06 CHF | 20.09 CHF | 6'900 | 6'900 | 6'854 | 6'854 | 133'011 CHF | 133'217 CHF | 99.98% | 99.98% |