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 | 0.21% | 8.98 CHF | 8.99 CHF | 57'000 | 57'000 | 38'278 | 38'278 | 343'445 CHF | 344'120 CHF | 98.50% | 98.50% |
28.05.2024 | 0.22% | 8.78 CHF | 8.79 CHF | 58'400 | 58'400 | 39'939 | 39'939 | 344'907 CHF | 345'604 CHF | 96.02% | 96.02% |
27.05.2024 | 0.35% | 8.56 CHF | 8.59 CHF | 11'940 | 11'940 | 11'795 | 11'795 | 101'211 CHF | 101'565 CHF | 94.01% | 94.01% |
24.05.2024 | 0.23% | 8.18 CHF | 8.19 CHF | 62'100 | 62'100 | 42'348 | 42'348 | 344'503 CHF | 345'229 CHF | 93.76% | 93.76% |
23.05.2024 | 0.24% | 8.11 CHF | 8.12 CHF | 62'400 | 62'400 | 42'703 | 42'703 | 338'775 CHF | 339'530 CHF | 98.13% | 98.13% |
22.05.2024 | 0.33% | 7.28 CHF | 7.29 CHF | 68'500 | 68'500 | 45'755 | 45'755 | 333'501 CHF | 334'472 CHF | 100.00% | 100.00% |
21.05.2024 | 0.27% | 7.23 CHF | 7.24 CHF | 68'800 | 68'800 | 45'995 | 45'995 | 332'615 CHF | 333'427 CHF | 99.63% | 99.63% |
17.05.2024 | 0.27% | 7.11 CHF | 7.12 CHF | 69'700 | 69'700 | 46'463 | 46'463 | 332'448 CHF | 333'264 CHF | 98.74% | 98.74% |
16.05.2024 | 0.27% | 7.25 CHF | 7.26 CHF | 68'400 | 68'400 | 45'921 | 45'921 | 331'206 CHF | 332'016 CHF | 99.12% | 99.12% |
15.05.2024 | 0.28% | 7.16 CHF | 7.17 CHF | 69'000 | 69'000 | 47'251 | 47'251 | 328'123 CHF | 328'962 CHF | 99.93% | 99.93% |