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 | 1.01% | 26.36 CHF | 26.62 CHF | 10,000 | 9,998 | 10,000 | 9,998 | 265,057 CHF | 267,695 CHF | 100.00% | 100.00% |
28/05/2024 | 1.00% | 26.65 CHF | 26.92 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 267,323 CHF | 270,023 CHF | 100.00% | 100.00% |
27/05/2024 | 1.01% | 26.75 CHF | 27.02 CHF | 10,000 | 9,983 | 10,000 | 9,999 | 267,206 CHF | 269,887 CHF | 100.00% | 100.00% |
24/05/2024 | 1.01% | 26.68 CHF | 26.95 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 266,265 CHF | 268,965 CHF | 100.00% | 100.00% |
23/05/2024 | 1.00% | 26.74 CHF | 27.01 CHF | 10,000 | 9,947 | 10,000 | 9,974 | 268,846 CHF | 270,836 CHF | 100.00% | 100.00% |
22/05/2024 | 0.99% | 27.03 CHF | 27.30 CHF | 10,000 | 9,961 | 10,000 | 9,964 | 270,268 CHF | 271,977 CHF | 100.00% | 100.00% |
21/05/2024 | 0.99% | 27.03 CHF | 27.30 CHF | 10,000 | 9,993 | 10,000 | 9,994 | 270,357 CHF | 272,903 CHF | 100.00% | 100.00% |
17/05/2024 | 0.99% | 27.14 CHF | 27.41 CHF | 10,000 | 9,970 | 10,000 | 9,978 | 270,932 CHF | 273,025 CHF | 100.00% | 100.00% |
16/05/2024 | 1.00% | 26.97 CHF | 27.24 CHF | 9,998 | 9,900 | 9,998 | 9,963 | 269,102 CHF | 270,843 CHF | 100.00% | 100.00% |
15/05/2024 | 1.01% | 26.77 CHF | 27.04 CHF | 9,698 | 9,989 | 9,913 | 9,989 | 264,812 CHF | 269,548 CHF | 100.00% | 100.00% |