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 | 0.07% | 30.32 CHF | 30.34 CHF | 43,000 | 43,000 | 24,204 | 24,204 | 729,627 CHF | 730,113 CHF | 99.89% | 99.89% |
28/05/2024 | 0.07% | 30.26 CHF | 30.28 CHF | 43,000 | 43,000 | 23,905 | 23,905 | 727,812 CHF | 728,292 CHF | 98.34% | 98.34% |
27/05/2024 | 0.07% | 30.04 CHF | 30.06 CHF | 22,000 | 22,000 | 19,851 | 19,851 | 595,164 CHF | 595,561 CHF | 99.18% | 99.18% |
24/05/2024 | 0.07% | 30.10 CHF | 30.12 CHF | 43,000 | 43,000 | 24,423 | 24,423 | 728,960 CHF | 729,450 CHF | 100.00% | 100.00% |
23/05/2024 | 0.07% | 29.99 CHF | 30.01 CHF | 44,000 | 44,000 | 24,335 | 24,335 | 733,965 CHF | 734,454 CHF | 99.96% | 99.96% |
22/05/2024 | 0.07% | 30.51 CHF | 30.53 CHF | 43,000 | 43,000 | 24,142 | 24,142 | 736,402 CHF | 736,886 CHF | 100.00% | 100.00% |
21/05/2024 | 0.07% | 30.41 CHF | 30.43 CHF | 43,000 | 43,000 | 24,272 | 24,272 | 733,959 CHF | 734,446 CHF | 99.53% | 99.53% |
17/05/2024 | 0.07% | 29.87 CHF | 29.89 CHF | 44,000 | 44,000 | 24,474 | 24,474 | 732,060 CHF | 732,550 CHF | 100.00% | 100.00% |
16/05/2024 | 0.07% | 29.81 CHF | 29.83 CHF | 44,000 | 44,000 | 24,422 | 24,422 | 727,666 CHF | 728,156 CHF | 100.00% | 100.00% |
15/05/2024 | 0.07% | 29.76 CHF | 29.78 CHF | 44,000 | 44,000 | 24,450 | 24,450 | 720,287 CHF | 720,779 CHF | 100.00% | 100.00% |