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 | 1,42% | 0,70 CHF | 0,71 CHF | 1 105 900 | 1 105 900 | 1 104 900 | 1 104 900 | 775 667 CHF | 786 726 CHF | 100,00% | 100,00% |
15/05/2024 | 1,56% | 0,67 CHF | 0,68 CHF | 1 201 700 | 1 201 700 | 1 198 550 | 1 198 550 | 767 752 CHF | 779 769 CHF | 99,89% | 99,89% |
14/05/2024 | 1,67% | 0,61 CHF | 0,62 CHF | 1 216 500 | 1 216 500 | 1 216 500 | 1 216 500 | 721 173 CHF | 733 338 CHF | 99,29% | 99,29% |
13/05/2024 | 1,67% | 0,59 CHF | 0,60 CHF | 1 239 800 | 1 239 800 | 1 239 800 | 1 239 800 | 736 277 CHF | 748 675 CHF | 100,00% | 100,00% |
10/05/2024 | 1,72% | 0,59 CHF | 0,60 CHF | 1 386 000 | 1 386 000 | 1 386 000 | 1 386 000 | 800 777 CHF | 814 637 CHF | 100,00% | 100,00% |
08/05/2024 | 1,94% | 0,51 CHF | 0,52 CHF | 1 481 200 | 1 481 200 | 1 481 200 | 1 481 200 | 754 574 CHF | 769 386 CHF | 99,77% | 99,77% |
07/05/2024 | 2,14% | 0,49 CHF | 0,50 CHF | 1 695 000 | 1 695 000 | 1 694 670 | 1 694 670 | 785 401 CHF | 802 351 CHF | 96,09% | 96,09% |
06/05/2024 | 2,36% | 0,41 CHF | 0,42 CHF | 1 766 100 | 1 766 100 | 1 766 100 | 1 766 100 | 738 982 CHF | 756 643 CHF | 100,00% | 100,00% |
03/05/2024 | 2,53% | 0,39 CHF | 0,40 CHF | 1 854 500 | 1 854 500 | 1 854 500 | 1 854 500 | 724 301 CHF | 742 846 CHF | 99,91% | 99,91% |
02/05/2024 | 2,57% | 0,37 CHF | 0,38 CHF | 1 776 200 | 1 776 200 | 1 776 200 | 1 776 200 | 683 953 CHF | 701 715 CHF | 99,57% | 99,57% |