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 | 0,83% | 120,00 CHF | 121,00 CHF | 30 000 | 30 000 | 29 968 | 29 968 | 3 606 900 CHF | 3 636 900 CHF | 99,99% | 99,99% |
15/05/2024 | 0,84% | 120,00 CHF | 121,00 CHF | 30 000 | 30 000 | 29 900 | 29 900 | 3 574 800 CHF | 3 604 710 CHF | 98,85% | 98,85% |
14/05/2024 | 0,84% | 119,00 CHF | 120,00 CHF | 30 000 | 29 990 | 30 000 | 29 999 | 3 561 040 CHF | 3 590 900 CHF | 98,95% | 98,95% |
13/05/2024 | 0,84% | 119,00 CHF | 120,00 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 3 568 230 CHF | 3 598 230 CHF | 99,66% | 99,66% |
10/05/2024 | 0,84% | 118,50 CHF | 119,50 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 3 554 810 CHF | 3 584 810 CHF | 100,00% | 100,00% |
08/05/2024 | 0,85% | 117,50 CHF | 118,50 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 3 525 000 CHF | 3 555 000 CHF | 97,42% | 97,42% |
07/05/2024 | 0,85% | 117,00 CHF | 118,00 CHF | 30 000 | 30 000 | 29 992 | 29 992 | 3 498 270 CHF | 3 528 260 CHF | 99,77% | 99,77% |
06/05/2024 | 0,86% | 115,50 CHF | 116,50 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 3 471 060 CHF | 3 501 060 CHF | 100,00% | 100,00% |
03/05/2024 | 0,87% | 115,00 CHF | 116,00 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 3 452 900 CHF | 3 482 900 CHF | 99,99% | 99,99% |
02/05/2024 | 0,87% | 114,50 CHF | 115,50 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 3 443 150 CHF | 3 473 150 CHF | 100,00% | 100,00% |