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 | 0,29% | 3,42 CHF | 3,43 CHF | 221 200 | 221 200 | 221 032 | 221 032 | 762 029 CHF | 764 241 CHF | 100,00% | 100,00% |
15/05/2024 | 0,32% | 3,31 CHF | 3,32 CHF | 240 400 | 240 400 | 239 774 | 239 774 | 757 683 CHF | 760 086 CHF | 99,90% | 99,90% |
14/05/2024 | 0,34% | 3,03 CHF | 3,04 CHF | 243 300 | 243 300 | 243 300 | 243 300 | 714 108 CHF | 716 541 CHF | 99,30% | 99,30% |
13/05/2024 | 0,34% | 2,94 CHF | 2,95 CHF | 248 000 | 248 000 | 248 000 | 248 000 | 728 649 CHF | 731 129 CHF | 100,00% | 100,00% |
10/05/2024 | 0,35% | 2,90 CHF | 2,91 CHF | 277 200 | 277 200 | 277 200 | 277 200 | 793 218 CHF | 795 990 CHF | 100,00% | 100,00% |
08/05/2024 | 0,39% | 2,57 CHF | 2,58 CHF | 296 300 | 296 300 | 296 300 | 296 300 | 752 996 CHF | 755 959 CHF | 99,77% | 99,77% |
07/05/2024 | 0,43% | 2,43 CHF | 2,44 CHF | 339 000 | 339 000 | 338 932 | 338 932 | 789 402 CHF | 792 792 CHF | 96,10% | 96,10% |
06/05/2024 | 0,47% | 2,09 CHF | 2,10 CHF | 353 300 | 353 300 | 353 300 | 353 300 | 746 858 CHF | 750 391 CHF | 100,00% | 100,00% |
03/05/2024 | 0,50% | 1,99 CHF | 2,00 CHF | 370 900 | 370 900 | 370 900 | 370 900 | 736 426 CHF | 740 135 CHF | 99,91% | 99,91% |
02/05/2024 | 0,51% | 1,88 CHF | 1,89 CHF | 355 300 | 355 300 | 355 300 | 355 300 | 696 354 CHF | 699 907 CHF | 99,59% | 99,59% |