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 | 0,18% | 5,66 CHF | 5,67 CHF | 130 000 | 130 000 | 71 000 | 71 000 | 400 528 CHF | 401 240 CHF | 99,90% | 99,90% |
28/05/2024 | 0,18% | 5,64 CHF | 5,65 CHF | 130 000 | 130 000 | 71 005 | 71 005 | 401 145 CHF | 401 856 CHF | 99,85% | 99,85% |
27/05/2024 | 0,18% | 5,73 CHF | 5,74 CHF | 63 000 | 63 000 | 56 005 | 56 005 | 318 903 CHF | 319 464 CHF | 99,07% | 99,07% |
24/05/2024 | 0,18% | 5,68 CHF | 5,69 CHF | 125 000 | 125 000 | 71 586 | 71 586 | 403 864 CHF | 404 581 CHF | 100,00% | 100,00% |
23/05/2024 | 0,18% | 5,71 CHF | 5,72 CHF | 125 000 | 125 000 | 68 730 | 68 730 | 393 979 CHF | 394 671 CHF | 100,00% | 100,00% |
22/05/2024 | 0,18% | 5,72 CHF | 5,73 CHF | 125 000 | 125 000 | 69 224 | 69 224 | 394 132 CHF | 394 826 CHF | 100,00% | 100,00% |
21/05/2024 | 0,18% | 5,64 CHF | 5,65 CHF | 130 000 | 130 000 | 71 597 | 71 597 | 401 522 CHF | 402 240 CHF | 100,00% | 100,00% |
17/05/2024 | 0,19% | 5,45 CHF | 5,46 CHF | 130 000 | 130 000 | 71 810 | 71 810 | 394 615 CHF | 395 335 CHF | 99,33% | 99,33% |
16/05/2024 | 0,19% | 5,51 CHF | 5,52 CHF | 130 000 | 130 000 | 71 555 | 71 555 | 394 167 CHF | 394 885 CHF | 100,00% | 100,00% |
15/05/2024 | 0,19% | 5,46 CHF | 5,47 CHF | 130 000 | 130 000 | 73 246 | 73 246 | 395 700 CHF | 396 435 CHF | 99,99% | 99,99% |