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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 1,57% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 63 145 CHF | 64 145 CHF | 99,51% | 99,51% |
22/05/2024 | 1,57% | 0,64 CHF | 0,65 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 63 102 CHF | 64 102 CHF | 96,65% | 96,65% |
21/05/2024 | 1,56% | 0,64 CHF | 0,65 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 63 523 CHF | 64 523 CHF | 100,00% | 100,00% |
17/05/2024 | 1,57% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 63 265 CHF | 64 265 CHF | 100,00% | 100,00% |
16/05/2024 | 1,62% | 0,60 CHF | 0,61 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 61 069 CHF | 62 069 CHF | 99,35% | 99,35% |
15/05/2024 | 1,57% | 0,64 CHF | 0,65 CHF | 100 000 | 100 000 | 99 832 | 99 750 | 63 639 CHF | 64 591 CHF | 98,88% | 98,88% |
14/05/2024 | 1,60% | 0,64 CHF | 0,65 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 61 962 CHF | 62 962 CHF | 100,00% | 100,00% |
13/05/2024 | 1,64% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 60 519 CHF | 61 519 CHF | 100,00% | 100,00% |
10/05/2024 | 1,73% | 0,59 CHF | 0,60 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 114 641 CHF | 116 641 CHF | 100,00% | 100,00% |
08/05/2024 | 1,88% | 0,53 CHF | 0,54 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 105 250 CHF | 107 250 CHF | 100,00% | 100,00% |