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 | 2,93% | 0,35 CHF | 0,36 CHF | 750 000 | 250 000 | 872 779 | 290 926 | 293 576 CHF | 100 768 CHF | 99,19% | 99,19% |
15/05/2024 | 3,15% | 0,31 CHF | 0,32 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 281 393 CHF | 96 798 CHF | 98,92% | 98,92% |
14/05/2024 | 3,30% | 0,30 CHF | 0,31 CHF | 900 000 | 300 000 | 900 000 | 299 978 | 268 181 CHF | 92 387 CHF | 98,17% | 98,17% |
13/05/2024 | 3,70% | 0,32 CHF | 0,33 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 240 275 CHF | 83 092 CHF | 96,95% | 96,95% |
10/05/2024 | 3,58% | 0,27 CHF | 0,28 CHF | 900 000 | 300 000 | 900 000 | 299 946 | 247 197 CHF | 85 384 CHF | 99,39% | 99,39% |
08/05/2024 | 3,43% | 0,26 CHF | 0,27 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 259 562 CHF | 89 521 CHF | 98,03% | 98,03% |
07/05/2024 | 2,97% | 0,33 CHF | 0,34 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 298 280 CHF | 102 427 CHF | 97,08% | 97,08% |
06/05/2024 | 3,01% | 0,32 CHF | 0,33 CHF | 900 000 | 300 000 | 899 976 | 300 000 | 294 326 CHF | 101 111 CHF | 92,14% | 92,14% |
03/05/2024 | 3,14% | 0,31 CHF | 0,32 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 282 553 CHF | 97 184 CHF | 98,27% | 98,27% |
02/05/2024 | 3,13% | 0,30 CHF | 0,31 CHF | 900 000 | 300 000 | 894 531 | 298 121 | 281 471 CHF | 96 788 CHF | 96,72% | 96,72% |