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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/05/2024 | 0,75% | 1,22 CHF | 1,23 CHF | 570 000 | 570 000 | 569 912 | 569 912 | 758 482 CHF | 764 182 CHF | 99,55% | 99,55% |
28/05/2024 | 0,58% | 1,58 CHF | 1,59 CHF | 560 000 | 560 000 | 560 000 | 560 000 | 959 173 CHF | 964 773 CHF | 99,83% | 99,83% |
27/05/2024 | 0,60% | 1,71 CHF | 1,72 CHF | 570 000 | 570 000 | 569 624 | 569 624 | 943 983 CHF | 949 683 CHF | 97,91% | 97,91% |
24/05/2024 | 0,74% | 1,62 CHF | 1,63 CHF | 570 000 | 570 000 | 562 127 | 562 127 | 828 968 CHF | 834 641 CHF | 99,66% | 99,66% |
23/05/2024 | 0,60% | 1,60 CHF | 1,61 CHF | 570 000 | 570 000 | 570 000 | 570 000 | 940 998 CHF | 946 698 CHF | 98,66% | 98,66% |
22/05/2024 | 0,62% | 1,63 CHF | 1,64 CHF | 570 000 | 570 000 | 570 000 | 570 000 | 912 581 CHF | 918 281 CHF | 100,00% | 100,00% |
21/05/2024 | 0,61% | 1,69 CHF | 1,70 CHF | 560 000 | 560 000 | 559 330 | 559 330 | 912 360 CHF | 917 960 CHF | 99,98% | 99,98% |
17/05/2024 | 0,61% | 1,71 CHF | 1,72 CHF | 580 000 | 580 000 | 580 000 | 580 000 | 950 777 CHF | 956 577 CHF | 100,00% | 100,00% |
16/05/2024 | 0,53% | 1,72 CHF | 1,73 CHF | 560 000 | 560 000 | 559 223 | 559 223 | 1 049 990 CHF | 1 055 590 CHF | 100,00% | 100,00% |
15/05/2024 | 0,61% | 2,04 CHF | 2,05 CHF | 590 000 | 590 000 | 567 068 | 567 068 | 1 099 300 CHF | 1 105 100 CHF | 99,52% | 99,52% |