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 | 0,76% | 25,90 CHF | 26,10 CHF | 3 000 | 3 000 | 2 971 | 2 971 | 78 518 CHF | 79 113 CHF | 97,55% | 99,95% |
28/05/2024 | 0,90% | 27,55 CHF | 27,80 CHF | 3 000 | 3 000 | 2 972 | 2 972 | 82 938 CHF | 83 681 CHF | 99,96% | 99,96% |
27/05/2024 | 0,73% | 28,05 CHF | 28,25 CHF | 3 000 | 3 000 | 2 972 | 2 972 | 82 028 CHF | 82 623 CHF | 99,65% | 99,65% |
24/05/2024 | 0,77% | 27,35 CHF | 27,55 CHF | 3 000 | 3 000 | 2 970 | 2 970 | 77 432 CHF | 78 026 CHF | 94,51% | 94,51% |
23/05/2024 | 0,76% | 26,25 CHF | 26,45 CHF | 3 000 | 3 000 | 2 971 | 2 971 | 78 198 CHF | 78 792 CHF | 98,74% | 98,74% |
22/05/2024 | 0,80% | 25,05 CHF | 25,25 CHF | 3 000 | 3 000 | 2 990 | 2 990 | 75 720 CHF | 76 319 CHF | 97,68% | 100,00% |
21/05/2024 | 0,82% | 25,20 CHF | 25,40 CHF | 3 000 | 3 000 | 3 831 | 3 831 | 93 680 CHF | 94 447 CHF | 99,64% | 99,64% |
17/05/2024 | 0,82% | 25,05 CHF | 25,25 CHF | 3 000 | 3 000 | 3 718 | 3 718 | 91 549 CHF | 92 294 CHF | 100,00% | 100,00% |
16/05/2024 | 0,81% | 24,50 CHF | 24,70 CHF | 4 000 | 4 000 | 3 743 | 3 743 | 92 435 CHF | 93 185 CHF | 100,00% | 100,00% |
15/05/2024 | 0,80% | 25,40 CHF | 25,60 CHF | 3 000 | 3 000 | 3 437 | 3 437 | 85 804 CHF | 86 492 CHF | 99,96% | 99,96% |