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 | 0,52% | 1,92 CHF | 1,93 CHF | 494 700 | 494 700 | 494 251 | 494 251 | 955 534 CHF | 960 480 CHF | 100,00% | 100,00% |
15/05/2024 | 0,56% | 1,87 CHF | 1,88 CHF | 528 000 | 528 000 | 526 621 | 526 621 | 946 241 CHF | 951 521 CHF | 99,90% | 99,90% |
14/05/2024 | 0,59% | 1,73 CHF | 1,74 CHF | 533 100 | 533 100 | 533 099 | 533 099 | 900 545 CHF | 905 876 CHF | 99,27% | 99,27% |
13/05/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 541 100 | 541 100 | 541 100 | 541 100 | 914 822 CHF | 920 233 CHF | 100,00% | 100,00% |
10/05/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 590 800 | 590 800 | 590 800 | 590 800 | 976 207 CHF | 982 115 CHF | 100,00% | 100,00% |
08/05/2024 | 0,67% | 1,51 CHF | 1,52 CHF | 622 400 | 622 400 | 622 400 | 622 399 | 930 557 CHF | 936 780 CHF | 99,77% | 99,77% |
07/05/2024 | 0,72% | 1,44 CHF | 1,45 CHF | 692 200 | 692 200 | 692 068 | 692 068 | 960 406 CHF | 967 328 CHF | 96,09% | 96,09% |
06/05/2024 | 0,78% | 1,26 CHF | 1,27 CHF | 714 800 | 714 800 | 714 800 | 714 800 | 913 660 CHF | 920 808 CHF | 100,00% | 100,00% |
03/05/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 742 600 | 742 600 | 742 600 | 742 600 | 899 851 CHF | 907 277 CHF | 99,91% | 99,91% |
02/05/2024 | 0,83% | 1,16 CHF | 1,17 CHF | 718 200 | 718 200 | 718 200 | 718 200 | 859 340 CHF | 866 522 CHF | 99,56% | 99,56% |