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 | 3,52% | 28,14 % | 29,14 % | 100 000 | 100 000 | 100 000 | 100 000 | 27 890 CHF | 28 890 CHF | 95,58% | 95,58% |
28/05/2024 | 3,53% | 26,94 % | 27,94 % | 100 000 | 100 000 | 100 000 | 100 000 | 27 814 CHF | 28 814 CHF | 100,00% | 100,00% |
27/05/2024 | 3,70% | 27,20 % | 28,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 26 537 CHF | 27 537 CHF | 94,98% | 94,98% |
24/05/2024 | 3,69% | 26,36 % | 27,36 % | 100 000 | 100 000 | 100 000 | 100 000 | 26 576 CHF | 27 576 CHF | 96,91% | 96,91% |
23/05/2024 | 3,61% | 27,20 % | 28,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 27 170 CHF | 28 170 CHF | 99,27% | 99,27% |
22/05/2024 | 3,64% | 27,72 % | 28,72 % | 100 000 | 100 000 | 100 000 | 100 000 | 26 996 CHF | 27 996 CHF | 95,64% | 95,64% |
21/05/2024 | 3,73% | 26,76 % | 27,76 % | 100 000 | 100 000 | 100 000 | 100 000 | 26 327 CHF | 27 327 CHF | 97,73% | 97,73% |
17/05/2024 | 3,47% | 27,88 % | 28,88 % | 100 000 | 100 000 | 100 000 | 100 000 | 28 365 CHF | 29 365 CHF | 99,56% | 99,56% |
16/05/2024 | 3,27% | 29,86 % | 30,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 29 995 CHF | 30 993 CHF | 99,75% | 99,75% |
15/05/2024 | 3,37% | 29,70 % | 30,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 29 059 CHF | 30 055 CHF | 99,56% | 99,56% |