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 | 0.40% | 124.06 CHF | 124.57 CHF | 250 | 250 | 250 | 250 | 31'713 CHF | 31'842 CHF | 99.26% | 99.26% |
28.05.2024 | 0.39% | 131.34 CHF | 131.89 CHF | 250 | 250 | 250 | 250 | 34'479 CHF | 34'615 CHF | 100.00% | 100.00% |
27.05.2024 | 0.39% | 139.14 CHF | 139.68 CHF | 250 | 250 | 250 | 250 | 34'489 CHF | 34'624 CHF | 99.92% | 99.92% |
24.05.2024 | 0.39% | 139.90 CHF | 140.42 CHF | 250 | 250 | 250 | 250 | 33'100 CHF | 33'230 CHF | 100.00% | 100.00% |
23.05.2024 | 0.39% | 134.03 CHF | 134.57 CHF | 250 | 250 | 250 | 250 | 34'237 CHF | 34'371 CHF | 100.00% | 100.00% |
22.05.2024 | 0.39% | 139.50 CHF | 140.07 CHF | 200 | 200 | 200 | 200 | 29'121 CHF | 29'234 CHF | 100.00% | 100.00% |
21.05.2024 | 0.40% | 144.09 CHF | 144.64 CHF | 200 | 200 | 200 | 200 | 27'614 CHF | 27'724 CHF | 100.00% | 100.00% |
17.05.2024 | 0.38% | 141.29 CHF | 141.83 CHF | 250 | 250 | 250 | 250 | 34'778 CHF | 34'912 CHF | 100.00% | 100.00% |
16.05.2024 | 0.38% | 136.75 CHF | 137.27 CHF | 250 | 250 | 254 | 254 | 35'183 CHF | 35'316 CHF | 100.00% | 100.00% |
15.05.2024 | 0.38% | 133.89 CHF | 134.41 CHF | 250 | 250 | 250 | 250 | 34'446 CHF | 34'577 CHF | 100.00% | 100.00% |