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 | 0.27% | 3.73 CHF | 3.74 CHF | 132'000 | 132'000 | 56'410 | 56'410 | 213'035 CHF | 213'602 CHF | 99.83% | 99.83% |
28.05.2024 | 0.27% | 3.97 CHF | 3.98 CHF | 128'000 | 128'000 | 56'339 | 56'339 | 216'778 CHF | 217'343 CHF | 99.90% | 99.90% |
27.05.2024 | 0.26% | 3.88 CHF | 3.89 CHF | 46'000 | 46'000 | 38'517 | 38'517 | 149'210 CHF | 149'596 CHF | 99.28% | 99.28% |
24.05.2024 | 0.29% | 3.73 CHF | 3.74 CHF | 132'000 | 132'000 | 58'586 | 58'586 | 210'987 CHF | 211'573 CHF | 100.00% | 100.00% |
23.05.2024 | 0.27% | 3.58 CHF | 3.59 CHF | 134'000 | 134'000 | 56'442 | 56'442 | 215'883 CHF | 216'450 CHF | 100.00% | 100.00% |
22.05.2024 | 0.27% | 3.84 CHF | 3.85 CHF | 130'000 | 130'000 | 57'242 | 57'242 | 214'751 CHF | 215'324 CHF | 100.00% | 100.00% |
21.05.2024 | 0.28% | 3.64 CHF | 3.65 CHF | 134'000 | 134'000 | 58'068 | 58'068 | 213'399 CHF | 213'981 CHF | 99.71% | 99.71% |
17.05.2024 | 0.28% | 3.76 CHF | 3.77 CHF | 132'000 | 132'000 | 56'765 | 56'765 | 210'867 CHF | 211'436 CHF | 99.98% | 99.98% |
16.05.2024 | 0.29% | 3.73 CHF | 3.74 CHF | 132'000 | 132'000 | 59'074 | 59'074 | 208'731 CHF | 209'323 CHF | 99.99% | 99.99% |
15.05.2024 | 0.32% | 3.34 CHF | 3.35 CHF | 140'000 | 140'000 | 61'295 | 61'295 | 197'219 CHF | 197'834 CHF | 100.00% | 100.00% |