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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0,26% | 3,84 CHF | 3,85 CHF | 247 400 | 247 400 | 247 175 | 247 175 | 955 299 CHF | 957 773 CHF | 100,00% | 100,00% |
15/05/2024 | 0,28% | 3,74 CHF | 3,75 CHF | 264 000 | 264 000 | 263 312 | 263 312 | 947 348 CHF | 949 988 CHF | 99,90% | 99,90% |
14/05/2024 | 0,30% | 3,47 CHF | 3,48 CHF | 266 600 | 266 600 | 266 599 | 266 599 | 902 206 CHF | 904 872 CHF | 99,29% | 99,29% |
13/05/2024 | 0,29% | 3,38 CHF | 3,39 CHF | 270 600 | 270 600 | 270 600 | 270 600 | 916 475 CHF | 919 181 CHF | 100,00% | 100,00% |
10/05/2024 | 0,30% | 3,35 CHF | 3,36 CHF | 295 400 | 295 400 | 295 400 | 295 400 | 977 149 CHF | 980 103 CHF | 100,00% | 100,00% |
08/05/2024 | 0,33% | 3,02 CHF | 3,03 CHF | 311 200 | 311 200 | 311 200 | 311 200 | 932 825 CHF | 935 937 CHF | 99,77% | 99,77% |
07/05/2024 | 0,36% | 2,89 CHF | 2,90 CHF | 346 100 | 346 100 | 346 032 | 346 032 | 963 319 CHF | 966 780 CHF | 96,10% | 96,10% |
06/05/2024 | 0,39% | 2,54 CHF | 2,55 CHF | 357 400 | 357 400 | 357 400 | 357 400 | 916 878 CHF | 920 452 CHF | 100,00% | 100,00% |
03/05/2024 | 0,41% | 2,43 CHF | 2,44 CHF | 371 300 | 371 300 | 371 300 | 371 300 | 901 855 CHF | 905 568 CHF | 99,91% | 99,91% |
02/05/2024 | 0,42% | 2,32 CHF | 2,33 CHF | 359 100 | 359 100 | 359 100 | 359 100 | 862 611 CHF | 866 202 CHF | 99,59% | 99,59% |