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 | 1,02% | 1,03 CHF | 1,04 CHF | 315 000 | 315 000 | 174 968 | 174 968 | 175 581 CHF | 177 337 CHF | 100,00% | 100,00% |
15/05/2024 | 1,06% | 0,98 CHF | 0,99 CHF | 320 000 | 320 000 | 176 033 | 176 033 | 170 312 CHF | 172 080 CHF | 100,00% | 100,00% |
14/05/2024 | 1,08% | 0,95 CHF | 0,96 CHF | 320 000 | 320 000 | 178 453 | 178 453 | 167 590 CHF | 169 378 CHF | 99,99% | 99,99% |
13/05/2024 | 1,16% | 0,89 CHF | 0,90 CHF | 330 000 | 330 000 | 177 931 | 177 931 | 155 753 CHF | 157 536 CHF | 99,98% | 99,98% |
10/05/2024 | 1,08% | 0,92 CHF | 0,93 CHF | 325 000 | 325 000 | 178 487 | 178 487 | 166 668 CHF | 168 456 CHF | 100,00% | 100,00% |
08/05/2024 | 1,05% | 0,96 CHF | 0,97 CHF | 320 000 | 320 000 | 175 193 | 175 193 | 168 622 CHF | 170 377 CHF | 99,13% | 99,13% |
07/05/2024 | 1,09% | 0,98 CHF | 0,99 CHF | 320 000 | 320 000 | 178 043 | 178 043 | 167 706 CHF | 169 492 CHF | 99,85% | 99,85% |
06/05/2024 | 1,12% | 0,90 CHF | 0,91 CHF | 325 000 | 325 000 | 180 214 | 180 214 | 163 401 CHF | 165 206 CHF | 100,00% | 100,00% |
03/05/2024 | 1,12% | 0,86 CHF | 0,87 CHF | 330 000 | 330 000 | 180 812 | 180 812 | 161 969 CHF | 163 781 CHF | 99,99% | 99,99% |
02/05/2024 | 1,16% | 0,88 CHF | 0,89 CHF | 330 000 | 330 000 | 179 204 | 179 204 | 157 536 CHF | 159 331 CHF | 99,99% | 99,99% |