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 | 0,73% | 1,36 CHF | 1,37 CHF | 488 700 | 488 700 | 488 330 | 488 330 | 668 208 CHF | 673 095 CHF | 100,00% | 100,00% |
15/05/2024 | 0,82% | 1,30 CHF | 1,31 CHF | 540 500 | 540 500 | 539 098 | 539 098 | 662 067 CHF | 667 472 CHF | 99,89% | 99,89% |
14/05/2024 | 0,89% | 1,16 CHF | 1,17 CHF | 548 600 | 548 600 | 548 600 | 548 600 | 614 446 CHF | 619 932 CHF | 99,29% | 99,29% |
13/05/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 561 300 | 561 300 | 561 300 | 561 300 | 629 367 CHF | 634 980 CHF | 100,00% | 100,00% |
10/05/2024 | 0,92% | 1,10 CHF | 1,11 CHF | 642 200 | 642 200 | 642 196 | 642 200 | 696 663 CHF | 703 088 CHF | 100,00% | 100,00% |
08/05/2024 | 1,06% | 0,95 CHF | 0,96 CHF | 696 100 | 696 100 | 696 100 | 696 100 | 651 534 CHF | 658 495 CHF | 99,77% | 99,77% |
07/05/2024 | 1,19% | 0,89 CHF | 0,90 CHF | 819 000 | 819 000 | 818 847 | 818 847 | 687 389 CHF | 695 579 CHF | 96,09% | 96,09% |
06/05/2024 | 1,34% | 0,73 CHF | 0,74 CHF | 861 000 | 861 000 | 861 000 | 861 000 | 639 664 CHF | 648 274 CHF | 100,00% | 100,00% |
03/05/2024 | 1,45% | 0,69 CHF | 0,70 CHF | 913 600 | 913 600 | 913 600 | 913 600 | 626 784 CHF | 635 920 CHF | 99,89% | 99,89% |
02/05/2024 | 1,47% | 0,64 CHF | 0,65 CHF | 866 500 | 866 500 | 866 500 | 866 500 | 583 997 CHF | 592 662 CHF | 99,56% | 99,56% |