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 | 0,33% | 3,03 CHF | 3,04 CHF | 67 000 | 67 000 | 66 421 | 66 421 | 204 785 CHF | 205 450 CHF | 100,00% | 100,00% |
28/05/2024 | 0,34% | 3,01 CHF | 3,02 CHF | 68 000 | 68 000 | 67 568 | 67 568 | 200 381 CHF | 201 057 CHF | 99,48% | 99,48% |
27/05/2024 | 0,35% | 2,93 CHF | 2,94 CHF | 69 000 | 69 000 | 68 353 | 68 353 | 198 383 CHF | 199 067 CHF | 100,00% | 100,00% |
24/05/2024 | 0,36% | 2,81 CHF | 2,82 CHF | 70 000 | 70 000 | 69 482 | 69 482 | 192 734 CHF | 193 430 CHF | 93,62% | 93,62% |
23/05/2024 | 0,35% | 2,82 CHF | 2,83 CHF | 70 000 | 70 000 | 68 374 | 68 374 | 196 919 CHF | 197 603 CHF | 98,66% | 98,66% |
22/05/2024 | 0,35% | 2,92 CHF | 2,93 CHF | 69 000 | 69 000 | 68 452 | 68 452 | 196 603 CHF | 197 288 CHF | 100,00% | 100,00% |
21/05/2024 | 0,35% | 2,96 CHF | 2,97 CHF | 68 000 | 68 000 | 68 143 | 68 143 | 198 444 CHF | 199 126 CHF | 99,67% | 99,67% |
17/05/2024 | 0,34% | 2,96 CHF | 2,97 CHF | 68 000 | 68 000 | 67 367 | 67 367 | 199 045 CHF | 199 720 CHF | 100,00% | 100,00% |
16/05/2024 | 0,35% | 2,91 CHF | 2,92 CHF | 69 000 | 69 000 | 68 129 | 68 129 | 197 098 CHF | 197 780 CHF | 100,00% | 100,00% |
15/05/2024 | 0,36% | 2,83 CHF | 2,84 CHF | 69 000 | 69 000 | 68 810 | 68 810 | 193 965 CHF | 194 654 CHF | 100,00% | 100,00% |