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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24/05/2024 | 0,78% | 1,34 CHF | 1,35 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 96 055 CHF | 96 805 CHF | 99,61% | 99,61% |
23/05/2024 | 0,70% | 1,38 CHF | 1,39 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 107 386 CHF | 108 136 CHF | 99,93% | 99,93% |
22/05/2024 | 0,72% | 1,37 CHF | 1,38 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 104 086 CHF | 104 836 CHF | 100,00% | 100,00% |
21/05/2024 | 0,67% | 1,47 CHF | 1,48 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 110 955 CHF | 111 705 CHF | 100,00% | 100,00% |
17/05/2024 | 0,67% | 1,52 CHF | 1,53 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 112 126 CHF | 112 876 CHF | 100,00% | 100,00% |
16/05/2024 | 0,73% | 1,35 CHF | 1,36 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 102 144 CHF | 102 894 CHF | 100,00% | 100,00% |
15/05/2024 | 0,86% | 1,27 CHF | 1,28 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 87 045 CHF | 87 795 CHF | 100,00% | 100,00% |
14/05/2024 | 0,99% | 1,07 CHF | 1,08 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 75 169 CHF | 75 919 CHF | 92,22% | 92,22% |
13/05/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 75 202 CHF | 75 952 CHF | 100,00% | 100,00% |
10/05/2024 | 1,07% | 0,96 CHF | 0,97 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 69 582 CHF | 70 332 CHF | 100,00% | 100,00% |