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 | 0.54% | 2.65 CHF | 2.66 CHF | 55'900 | 55'900 | 25'188 | 25'188 | 69'635 CHF | 69'962 CHF | 99.79% | 99.79% |
28.05.2024 | 0.53% | 2.97 CHF | 2.98 CHF | 54'600 | 54'600 | 25'371 | 25'371 | 73'294 CHF | 73'622 CHF | 100.00% | 100.00% |
27.05.2024 | 0.54% | 2.85 CHF | 2.86 CHF | 22'600 | 22'600 | 17'937 | 17'937 | 51'193 CHF | 51'450 CHF | 96.90% | 96.90% |
24.05.2024 | 0.57% | 2.80 CHF | 2.81 CHF | 58'700 | 58'700 | 26'513 | 26'513 | 72'041 CHF | 72'384 CHF | 100.00% | 100.00% |
23.05.2024 | 0.52% | 2.79 CHF | 2.80 CHF | 54'600 | 54'600 | 24'433 | 24'433 | 70'911 CHF | 71'227 CHF | 99.99% | 99.99% |
22.05.2024 | 0.55% | 3.03 CHF | 3.04 CHF | 55'000 | 55'000 | 25'428 | 25'428 | 72'414 CHF | 72'744 CHF | 100.00% | 100.00% |
21.05.2024 | 0.57% | 2.74 CHF | 2.75 CHF | 58'000 | 58'000 | 26'590 | 26'590 | 71'730 CHF | 72'074 CHF | 98.87% | 98.87% |
17.05.2024 | 0.56% | 2.69 CHF | 2.70 CHF | 59'400 | 59'400 | 26'911 | 26'911 | 72'344 CHF | 72'692 CHF | 99.33% | 99.33% |
16.05.2024 | 0.55% | 2.70 CHF | 2.71 CHF | 58'100 | 58'100 | 25'889 | 25'889 | 71'475 CHF | 71'811 CHF | 100.00% | 100.00% |
15.05.2024 | 0.56% | 2.79 CHF | 2.80 CHF | 57'200 | 57'200 | 26'073 | 26'073 | 72'110 CHF | 72'449 CHF | 99.74% | 99.74% |