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 | 0,84% | 1,19 CHF | 1,20 CHF | 180 000 | 180 000 | 179 736 | 179 736 | 214 210 CHF | 216 010 CHF | 100,00% | 100,00% |
15/05/2024 | 0,98% | 1,14 CHF | 1,15 CHF | 200 000 | 200 000 | 199 627 | 199 627 | 203 942 CHF | 205 942 CHF | 99,83% | 99,83% |
14/05/2024 | 1,11% | 0,91 CHF | 0,92 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 178 875 CHF | 180 875 CHF | 99,89% | 99,89% |
13/05/2024 | 1,16% | 0,85 CHF | 0,86 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 170 933 CHF | 172 933 CHF | 100,00% | 100,00% |
10/05/2024 | 1,04% | 0,86 CHF | 0,87 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 190 916 CHF | 192 916 CHF | 100,00% | 100,00% |
08/05/2024 | 1,48% | 0,69 CHF | 0,70 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 133 852 CHF | 135 852 CHF | 99,29% | 99,29% |
07/05/2024 | 1,45% | 0,68 CHF | 0,69 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 136 808 CHF | 138 808 CHF | 100,00% | 100,00% |
06/05/2024 | 1,50% | 0,67 CHF | 0,68 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 132 466 CHF | 134 466 CHF | 100,00% | 100,00% |
03/05/2024 | 1,75% | 0,54 CHF | 0,55 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 113 350 CHF | 115 350 CHF | 98,73% | 98,73% |
02/05/2024 | 1,80% | 0,60 CHF | 0,61 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 110 616 CHF | 112 616 CHF | 100,00% | 100,00% |