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 | 1,34% | 2,13 CHF | 2,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 110 911 CHF | 112 411 CHF | 100,00% | 100,00% |
28/05/2024 | 1,24% | 2,39 CHF | 2,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 119 880 CHF | 121 380 CHF | 100,00% | 100,00% |
27/05/2024 | 1,23% | 2,45 CHF | 2,48 CHF | 50 000 | 50 000 | 49 966 | 49 966 | 121 247 CHF | 122 747 CHF | 99,09% | 99,09% |
24/05/2024 | 1,27% | 2,43 CHF | 2,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 117 708 CHF | 119 208 CHF | 100,00% | 100,00% |
23/05/2024 | 1,19% | 2,41 CHF | 2,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 125 102 CHF | 126 602 CHF | 100,00% | 100,00% |
22/05/2024 | 1,29% | 2,37 CHF | 2,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 115 765 CHF | 117 265 CHF | 100,00% | 100,00% |
21/05/2024 | 1,20% | 2,46 CHF | 2,49 CHF | 40 000 | 40 000 | 39 979 | 39 979 | 99 127 CHF | 100 327 CHF | 99,59% | 99,59% |
17/05/2024 | 1,24% | 2,39 CHF | 2,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 120 593 CHF | 122 093 CHF | 100,00% | 100,00% |
16/05/2024 | 1,21% | 2,41 CHF | 2,44 CHF | 50 000 | 50 000 | 49 939 | 49 939 | 123 703 CHF | 125 203 CHF | 100,00% | 100,00% |
15/05/2024 | 1,30% | 2,35 CHF | 2,38 CHF | 50 000 | 50 000 | 49 910 | 49 910 | 114 578 CHF | 116 078 CHF | 100,00% | 100,00% |