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 | 0.03% | 79.23 CHF | 79.25 CHF | 18,000 | 18,000 | 8,318 | 8,318 | 658,710 CHF | 658,877 CHF | 94.15% | 94.15% |
28/05/2024 | 0.03% | 77.59 CHF | 77.61 CHF | 19,000 | 19,000 | 8,394 | 8,394 | 643,725 CHF | 643,893 CHF | 96.81% | 96.81% |
27/05/2024 | 0.08% | 75.86 CHF | 75.92 CHF | 6,000 | 6,000 | 5,862 | 5,862 | 445,914 CHF | 446,286 CHF | 97.49% | 97.49% |
24/05/2024 | 0.03% | 72.85 CHF | 72.87 CHF | 20,000 | 20,000 | 8,567 | 8,567 | 620,918 CHF | 621,090 CHF | 96.34% | 96.34% |
23/05/2024 | 0.04% | 72.32 CHF | 72.34 CHF | 20,000 | 20,000 | 7,322 | 7,322 | 522,465 CHF | 522,643 CHF | 98.81% | 98.81% |
22/05/2024 | 0.03% | 65.57 CHF | 65.59 CHF | 22,000 | 22,000 | 9,865 | 9,865 | 648,009 CHF | 648,206 CHF | 97.72% | 97.72% |
21/05/2024 | 0.03% | 65.14 CHF | 65.16 CHF | 22,000 | 22,000 | 10,082 | 10,082 | 656,869 CHF | 657,071 CHF | 97.13% | 97.13% |
17/05/2024 | 0.03% | 64.21 CHF | 64.23 CHF | 23,000 | 23,000 | 9,966 | 9,966 | 643,485 CHF | 643,685 CHF | 97.49% | 97.49% |
16/05/2024 | 0.03% | 65.28 CHF | 65.30 CHF | 22,000 | 22,000 | 9,921 | 9,921 | 645,423 CHF | 645,622 CHF | 97.53% | 97.53% |
15/05/2024 | 0.03% | 64.56 CHF | 64.58 CHF | 22,000 | 22,000 | 10,106 | 10,106 | 637,360 CHF | 637,562 CHF | 97.52% | 97.52% |