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 | 0.24% | 4.22 CHF | 4.23 CHF | 132'000 | 132'000 | 56'431 | 56'431 | 241'074 CHF | 241'642 CHF | 99.86% | 99.86% |
28.05.2024 | 0.23% | 4.47 CHF | 4.48 CHF | 128'000 | 128'000 | 56'348 | 56'348 | 244'665 CHF | 245'230 CHF | 99.92% | 99.92% |
27.05.2024 | 0.23% | 4.37 CHF | 4.38 CHF | 46'000 | 46'000 | 38'517 | 38'517 | 168'309 CHF | 168'695 CHF | 99.29% | 99.29% |
24.05.2024 | 0.25% | 4.22 CHF | 4.23 CHF | 132'000 | 132'000 | 58'584 | 58'584 | 240'055 CHF | 240'642 CHF | 100.00% | 100.00% |
23.05.2024 | 0.24% | 4.08 CHF | 4.09 CHF | 134'000 | 134'000 | 56'451 | 56'451 | 243'910 CHF | 244'478 CHF | 100.00% | 100.00% |
22.05.2024 | 0.24% | 4.33 CHF | 4.34 CHF | 130'000 | 130'000 | 57'241 | 57'241 | 243'144 CHF | 243'717 CHF | 100.00% | 100.00% |
21.05.2024 | 0.24% | 4.14 CHF | 4.15 CHF | 134'000 | 134'000 | 58'063 | 58'063 | 242'046 CHF | 242'628 CHF | 99.72% | 99.72% |
17.05.2024 | 0.24% | 4.25 CHF | 4.26 CHF | 132'000 | 132'000 | 56'772 | 56'772 | 238'818 CHF | 239'387 CHF | 99.99% | 99.99% |
16.05.2024 | 0.26% | 4.22 CHF | 4.23 CHF | 132'000 | 132'000 | 59'075 | 59'075 | 237'642 CHF | 238'235 CHF | 99.99% | 99.99% |
15.05.2024 | 0.28% | 3.83 CHF | 3.84 CHF | 140'000 | 140'000 | 61'297 | 61'297 | 227'261 CHF | 227'876 CHF | 100.00% | 100.00% |